+20.6%
ICE vs MAS
+37.4%
-16.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | -0.3% |
| 7D | +6.7% | +4.6% | +2.2% | +6.4% |
| 30D | +13.4% | +19.9% | -6.5% | +12.6% |
| 3M | +16.5% | +8.9% | +7.6% | +15.8% |
| 6M | +12.8% | +20.2% | -7.3% | +11.9% |
| YTD | +8.5% | +33.9% | -25.3% | +5.7% |
| 1Y | +20.6% | +34.7% | -14.1% | +17.2% |
| All | +20.6% | +37.4% | -16.8% | +17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling