+20.6%
ICE vs MOS
-16.2%
+36.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +17.4% | -15.0% | +2.5% |
| 7D | +12.2% | +17.9% | -5.8% | +12.3% |
| 30D | +15.0% | +1.6% | +13.4% | +14.8% |
| 3M | +17.6% | -4.0% | +21.6% | +17.1% |
| 6M | +12.6% | -4.1% | +16.7% | +12.3% |
| YTD | +9.1% | -7.8% | +16.9% | +6.1% |
| 1Y | +20.6% | -15.6% | +36.2% | +19.0% |
| All | +20.6% | -16.2% | +36.8% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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