+62.6%
ICE vs MSFU
+72.2%
-9.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -1.9% |
| 7D | -1.2% | -3.2% | +2.0% | -0.7% |
| 30D | +5.0% | -3.1% | +8.1% | +5.3% |
| 3M | +13.9% | +35.3% | -21.4% | +8.3% |
| 6M | -4.4% | +31.6% | -36.0% | -9.4% |
| YTD | -1.9% | -9.5% | +7.6% | -2.7% |
| 1Y | -8.1% | -18.4% | +10.3% | -7.7% |
| 3Y | +42.5% | +26.9% | +15.6% | +25.7% |
| All | +62.6% | +72.2% | -9.6% | +30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling