+264.8%
ICE vs MOS
-1.8%
+266.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.5% |
| 7D | +3.2% | +5.5% | -2.2% | +2.5% |
| 30D | +14.7% | +21.0% | -6.2% | +11.5% |
| 3M | +19.8% | -0.5% | +20.3% | +19.3% |
| 6M | +15.2% | +6.6% | +8.6% | +13.2% |
| YTD | +12.7% | -2.8% | +15.4% | +11.0% |
| 1Y | +20.4% | -8.1% | +28.5% | +19.5% |
| 3Y | +70.8% | -25.6% | +96.4% | +71.9% |
| 5Y | +43.9% | -29.8% | +73.7% | +41.8% |
| 10Y | +264.8% | +0.6% | +264.2% | +186.1% |
| All | +264.8% | -1.8% | +266.6% | +186.1% |
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