+61.3%
ICE vs MSFU
+70.7%
-9.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | -0.9% | -2.3% | +1.5% | -0.5% |
| 30D | +4.0% | -6.3% | +10.2% | +4.8% |
| 3M | +11.0% | +40.0% | -29.0% | +5.1% |
| 6M | -5.0% | +30.1% | -35.1% | -9.8% |
| YTD | -2.7% | -10.3% | +7.6% | -3.3% |
| 1Y | -8.6% | -19.0% | +10.4% | -8.1% |
| 3Y | +41.4% | +25.8% | +15.6% | +24.9% |
| All | +61.3% | +70.7% | -9.4% | +29.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling