+2,489.8%
ICE vs MSI
+665.5%
+1,824.3%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | +2.0% | +4.7% | -2.6% | -0.1% |
| 30D | +12.9% | +14.8% | -1.9% | +6.0% |
| 3M | +15.4% | +8.8% | +6.6% | +10.9% |
| 6M | +13.1% | +19.3% | -6.2% | +3.2% |
| YTD | +7.5% | +35.3% | -27.9% | -8.0% |
| 1Y | +18.3% | +33.8% | -15.4% | +1.7% |
| 3Y | +65.9% | +74.4% | -8.5% | +23.6% |
| 5Y | +35.2% | +120.5% | -85.3% | -11.4% |
| 10Y | +266.7% | +685.2% | -418.5% | +24.3% |
| All | +2,489.8% | +665.5% | +1,824.3% | +484.2% |
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