+2,316.3%
ICE vs MSI
+594.6%
+1,721.7%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.6% |
| 7D | -0.7% | -3.7% | +3.0% | +1.0% |
| 30D | +7.6% | +6.8% | +0.8% | +4.1% |
| 3M | +13.9% | +14.3% | -0.4% | +6.6% |
| 6M | -2.4% | -1.6% | -0.8% | -2.8% |
| YTD | +0.3% | +22.8% | -22.5% | -10.3% |
| 1Y | -6.4% | -1.1% | -5.3% | -7.7% |
| 3Y | +43.1% | +70.5% | -27.4% | +7.4% |
| 5Y | +42.1% | +102.8% | -60.7% | -3.4% |
| 10Y | +220.9% | +597.4% | -376.5% | +14.7% |
| All | +2,316.3% | +594.6% | +1,721.7% | +470.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling