-13.0%
MSTZ vs IFF
+3.7%
-16.7%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.5% | +9.1% | +7.5% |
| 7D | +21.1% | -9.8% | +30.9% | +20.7% |
| 30D | +40.1% | -1.6% | +41.7% | +43.9% |
| 3M | -66.1% | -1.8% | -64.3% | -64.6% |
| All | -13.0% | +3.7% | -16.7% | -2.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling