+244.8%
ICE vs MOS
+6.2%
+238.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.8% |
| 7D | +1.0% | +19.7% | -18.6% | -1.6% |
| 30D | +11.4% | +21.5% | -10.1% | +8.3% |
| 3M | +16.2% | -0.4% | +16.6% | +15.7% |
| 6M | +12.5% | +4.5% | +7.9% | +10.8% |
| YTD | +8.6% | -2.9% | +11.5% | +7.0% |
| 1Y | +18.4% | -7.7% | +26.1% | +17.4% |
| 3Y | +66.4% | -25.6% | +92.1% | +67.6% |
| 5Y | +37.2% | -31.2% | +68.4% | +35.6% |
| 10Y | +244.8% | +2.8% | +242.0% | +168.4% |
| All | +244.8% | +6.2% | +238.7% | +168.4% |
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