-87.2%
MSTU vs IFF
+44.8%
-132.0%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -4.9% | +15.2% | +11.6% |
| 7D | -4.8% | -3.3% | -1.5% | -4.6% |
| 30D | -29.6% | +5.3% | -34.9% | -32.0% |
| 3M | +69.4% | +8.9% | +60.5% | +59.9% |
| 6M | -62.2% | +26.3% | -88.6% | -66.5% |
| YTD | -61.1% | +32.2% | -93.2% | -65.2% |
| 1Y | -87.2% | +45.8% | -132.9% | -88.3% |
| All | -87.2% | +44.8% | -132.0% | -88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded IFF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling