-0.1%
ICE vs MSTU
-86.5%
+86.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -8.6% | +6.5% | -2.0% |
| 7D | -1.2% | +16.1% | -17.3% | -1.6% |
| 30D | +5.0% | +68.7% | -63.7% | +3.5% |
| 3M | +13.9% | -11.0% | +24.9% | +13.1% |
| 6M | -4.4% | -33.4% | +29.0% | -4.9% |
| YTD | -1.9% | -59.5% | +57.6% | -2.2% |
| 1Y | -8.1% | -93.4% | +85.2% | -6.3% |
| All | -0.1% | -86.5% | +86.4% | +2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling