+2,316.3%
ICE vs MOS
+175.5%
+2,140.8%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -2.4% |
| 7D | -0.7% | +9.5% | -10.2% | -3.2% |
| 30D | +7.6% | +10.4% | -2.8% | +4.5% |
| 3M | +13.9% | +12.9% | +1.1% | +9.2% |
| 6M | -2.4% | +1.2% | -3.6% | -4.8% |
| YTD | +0.3% | +9.3% | -9.1% | -5.0% |
| 1Y | -6.4% | -18.0% | +11.6% | -4.5% |
| 3Y | +43.1% | -29.0% | +72.1% | +46.7% |
| 5Y | +42.1% | -9.6% | +51.7% | +25.8% |
| 10Y | +220.9% | +6.1% | +214.9% | +124.8% |
| All | +2,316.3% | +175.5% | +2,140.8% | +869.5% |
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