+45.3%
ICE vs MSI
+72.0%
-26.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.8% |
| 7D | -0.7% | -3.7% | +3.0% | +0.2% |
| 30D | +7.6% | +6.8% | +0.8% | +5.8% |
| 3M | +13.9% | +14.3% | -0.4% | +10.2% |
| 6M | -2.4% | -1.6% | -0.8% | -2.2% |
| YTD | +0.3% | +22.8% | -22.5% | -5.8% |
| 1Y | -6.4% | -1.1% | -5.3% | -6.1% |
| All | +45.3% | +72.0% | -26.7% | +16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling