+2,244.9%
ICE vs MKSI
+1,651.4%
+593.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.1% |
| 7D | -0.9% | +6.6% | -7.5% | -2.7% |
| 30D | +4.0% | -8.2% | +12.2% | +6.0% |
| 3M | +11.0% | -16.4% | +27.4% | +12.3% |
| 6M | -5.0% | +23.0% | -27.9% | -15.8% |
| YTD | -2.7% | +68.2% | -70.9% | -22.8% |
| 1Y | -8.6% | +148.6% | -157.2% | -37.2% |
| 3Y | +41.4% | +196.0% | -154.6% | -18.2% |
| 5Y | +39.9% | +87.4% | -47.5% | -10.9% |
| 10Y | +214.9% | +523.8% | -308.9% | -9.3% |
| All | +2,244.9% | +1,651.4% | +593.5% | +207.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 all: compounded portfolio wealth divided by compounded MKSI 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…
all analysis · Full analysis span regression · 6 months rolling