-8.6%
ICE vs MSFU
-20.0%
+11.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | -0.9% | -2.3% | +1.5% | -0.7% |
| 30D | +4.0% | -6.3% | +10.2% | +4.4% |
| 3M | +11.0% | +40.0% | -29.0% | +7.3% |
| 6M | -5.0% | +30.1% | -35.1% | -8.5% |
| YTD | -2.7% | -10.3% | +7.6% | -8.0% |
| 1Y | -8.6% | -19.0% | +10.4% | -12.0% |
| All | -8.6% | -20.0% | +11.4% | -12.0% |
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