+264.9%
ICE vs MOS
-3.5%
+268.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.4% | +0.3% |
| 7D | +3.6% | -2.0% | +5.6% | +3.9% |
| 30D | +15.1% | +15.3% | -0.2% | +12.6% |
| 3M | +15.4% | +1.5% | +13.9% | +14.6% |
| 6M | +16.1% | -2.0% | +18.1% | +15.4% |
| YTD | +11.4% | -6.5% | +17.9% | +10.3% |
| 1Y | +18.5% | -11.1% | +29.5% | +18.1% |
| 3Y | +70.5% | -30.3% | +100.8% | +73.3% |
| 5Y | +40.9% | -33.5% | +74.4% | +39.9% |
| All | +264.9% | -3.5% | +268.3% | +189.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling