+13.0%
ICE vs MSTU
-91.8%
+104.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -12.9% | +11.4% | -1.2% |
| 7D | +2.2% | -23.0% | +25.2% | +2.7% |
| 30D | +13.7% | -47.7% | +61.4% | +14.9% |
| 3M | +17.9% | +12.5% | +5.4% | +16.7% |
| 6M | +15.0% | -76.1% | +91.0% | +16.2% |
| YTD | +10.9% | -75.5% | +86.4% | +11.2% |
| 1Y | +17.0% | -90.1% | +107.1% | +18.6% |
| All | +13.0% | -91.8% | +104.9% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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