+264.9%
ICE vs MSI
+664.3%
-399.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +3.6% | +3.2% | +0.4% | +2.3% |
| 30D | +15.1% | +17.6% | -2.5% | +8.0% |
| 3M | +15.4% | +14.5% | +0.8% | +9.3% |
| 6M | +16.1% | +34.3% | -18.1% | +3.0% |
| YTD | +11.4% | +39.7% | -28.4% | -3.8% |
| 1Y | +18.5% | +40.2% | -21.7% | +2.1% |
| 3Y | +70.5% | +77.1% | -6.6% | +30.4% |
| 5Y | +40.9% | +124.0% | -83.1% | -4.3% |
| All | +264.9% | +664.3% | -399.5% | +76.6% |
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