+2,489.8%
ICE vs MOS
+140.3%
+2,349.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | +2.0% | +21.6% | -19.6% | -3.6% |
| 30D | +12.9% | +12.0% | +0.9% | +8.8% |
| 3M | +15.4% | -3.9% | +19.3% | +15.3% |
| 6M | +13.1% | -3.3% | +16.4% | +11.8% |
| YTD | +7.5% | -4.6% | +12.1% | +4.7% |
| 1Y | +18.3% | -7.0% | +25.3% | +15.9% |
| 3Y | +65.9% | -24.4% | +90.3% | +65.8% |
| 5Y | +35.2% | -32.1% | +67.3% | +29.9% |
| 10Y | +266.7% | +10.3% | +256.4% | +148.5% |
| All | +2,489.8% | +140.3% | +2,349.5% | +969.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling