-87.5%
MSTU vs IFF
-15.8%
-71.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.5% | -3.9% | -4.4% |
| 7D | +12.9% | -3.0% | +15.9% | +15.2% |
| 30D | +68.3% | -0.9% | +69.3% | +69.2% |
| 3M | +0.4% | +11.8% | -11.5% | -6.5% |
| 6M | -41.5% | +16.5% | -58.0% | -47.5% |
| YTD | -61.7% | +26.5% | -88.2% | -68.0% |
| 1Y | -93.7% | +32.7% | -126.4% | -94.9% |
| All | -87.5% | -15.8% | -71.7% | -91.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling