+65.9%
ICE vs MAS
+58.1%
+7.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.7% |
| 7D | +2.0% | +2.0% | +0.1% | +1.7% |
| 30D | +12.9% | +19.4% | -6.5% | +10.2% |
| 3M | +15.4% | +9.4% | +6.0% | +13.9% |
| 6M | +13.1% | +15.3% | -2.2% | +10.3% |
| YTD | +7.5% | +31.3% | -23.9% | +1.7% |
| 1Y | +18.3% | +34.9% | -16.5% | +11.3% |
| 3Y | +65.9% | +58.6% | +7.3% | +48.1% |
| All | +65.9% | +58.1% | +7.8% | +48.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling