-99.2%
MSTZ vs IFF
-14.5%
-84.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.8% | +9.0% | +7.6% |
| 7D | -25.4% | -0.2% | -25.2% | -25.6% |
| 30D | -60.9% | -0.3% | -60.6% | -60.7% |
| 3M | -54.2% | +18.6% | -72.7% | -48.0% |
| 6M | -65.0% | +17.4% | -82.4% | -59.1% |
| YTD | -76.5% | +28.5% | -105.0% | -70.1% |
| 1Y | -23.4% | +32.5% | -55.9% | +0.8% |
| All | -99.2% | -14.5% | -84.7% | -98.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling