+45.0%
ICE vs MOS
-8.7%
+53.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -2.2% |
| 7D | -0.7% | +9.5% | -10.2% | -1.6% |
| 30D | +7.6% | +10.4% | -2.8% | +6.5% |
| 3M | +13.9% | +12.9% | +1.1% | +12.3% |
| 6M | -2.4% | +1.2% | -3.6% | -3.1% |
| YTD | +0.3% | +9.3% | -9.1% | -1.8% |
| 1Y | -6.4% | -18.0% | +11.6% | -5.2% |
| 3Y | +43.1% | -29.0% | +72.1% | +45.5% |
| All | +45.0% | -8.7% | +53.7% | +40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling