+66.8%
ICE vs MOS
-24.7%
+91.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.4% | +1.3% |
| 7D | +3.2% | +24.8% | -21.6% | +1.9% |
| 30D | +12.9% | +22.7% | -9.8% | +11.6% |
| 3M | +17.5% | -1.2% | +18.8% | +17.3% |
| 6M | +14.0% | +5.5% | +8.4% | +13.2% |
| YTD | +10.0% | -2.0% | +12.0% | +8.6% |
| 1Y | +19.5% | -7.9% | +27.5% | +18.7% |
| 3Y | +66.8% | -25.0% | +91.7% | +67.8% |
| All | +66.8% | -24.7% | +91.4% | +67.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling