+221.5%
ICE vs MAS
+137.9%
+83.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.8% | -3.8% | -2.5% |
| 7D | -0.7% | -0.8% | +0.1% | -0.5% |
| 30D | +7.6% | -5.6% | +13.2% | +9.3% |
| 3M | +13.9% | +4.4% | +9.5% | +11.5% |
| 6M | -2.4% | +7.2% | -9.6% | -5.9% |
| YTD | +0.3% | +16.1% | -15.8% | -6.3% |
| 1Y | -6.4% | +0.1% | -6.5% | -8.4% |
| 3Y | +43.1% | +28.3% | +14.8% | +25.4% |
| 5Y | +42.1% | +30.5% | +11.6% | +21.1% |
| All | +221.5% | +137.9% | +83.6% | +118.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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