-99.2%
MSTZ vs IFF
-16.5%
-82.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.5% | +9.1% | +6.8% |
| 7D | +21.1% | -9.8% | +30.9% | +14.5% |
| 30D | +40.1% | -1.6% | +41.7% | +38.9% |
| 3M | -66.1% | -1.8% | -64.3% | -66.3% |
| 6M | -20.7% | +3.6% | -24.4% | -18.0% |
| YTD | -78.6% | +25.4% | -104.0% | -73.2% |
| 1Y | -55.5% | +35.4% | -90.9% | -41.1% |
| All | -99.2% | -16.5% | -82.7% | -98.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling