-6.4%
ICE vs MSFU
-18.4%
+12.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.2% | +2.1% | -1.7% |
| 7D | -0.7% | -5.7% | +5.0% | -0.3% |
| 30D | +7.6% | +4.2% | +3.4% | +7.3% |
| 3M | +13.9% | +27.9% | -14.0% | +10.5% |
| 6M | -2.4% | +37.1% | -39.5% | -6.2% |
| YTD | +0.3% | -7.4% | +7.6% | -5.4% |
| 1Y | -6.4% | -19.6% | +13.2% | -11.5% |
| All | -6.4% | -18.4% | +12.0% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 1y: compounded portfolio wealth divided by compounded MSFU 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…
1y analysis · Full analysis span regression · 6 months rolling