-93.8%
MSTU vs IFF
+33.4%
-127.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.5% | +4.1% | +3.9% |
| 7D | -16.6% | -3.2% | -13.4% | -15.0% |
| 30D | +69.7% | -0.3% | +70.0% | +69.5% |
| 3M | -7.5% | +8.4% | -15.9% | -11.3% |
| 6M | -43.1% | +23.0% | -66.2% | -49.0% |
| YTD | -63.0% | +25.5% | -88.5% | -68.0% |
| 1Y | -93.8% | +29.1% | -122.8% | -93.9% |
| All | -93.8% | +33.4% | -127.2% | -93.9% |
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