+245.1%
ICE vs MSI
+671.2%
-426.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | 0.0% |
| 7D | +1.0% | +8.3% | -7.3% | -2.1% |
| 30D | +11.4% | +18.9% | -7.4% | +4.2% |
| 3M | +16.2% | +13.2% | +3.0% | +10.6% |
| 6M | +12.5% | +38.3% | -25.8% | -1.4% |
| YTD | +8.6% | +38.9% | -30.3% | -6.0% |
| 1Y | +18.4% | +36.7% | -18.3% | +3.1% |
| 3Y | +66.4% | +76.6% | -10.1% | +27.5% |
| 5Y | +37.2% | +124.5% | -87.3% | -6.9% |
| All | +245.1% | +671.2% | -426.1% | +68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 10y: compounded portfolio wealth divided by compounded MSI 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…
10y analysis · Full analysis span regression · 6 months rolling