+2.2%
ICE vs MSTU
-85.2%
+87.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.1% | -2.0% |
| 7D | -0.7% | +21.3% | -22.0% | -1.2% |
| 30D | +7.6% | +90.8% | -83.2% | +5.9% |
| 3M | +13.9% | -6.8% | +20.7% | +13.0% |
| 6M | -2.4% | -39.8% | +37.5% | -2.7% |
| YTD | +0.3% | -55.7% | +55.9% | -0.2% |
| 1Y | -6.4% | -92.7% | +86.2% | -4.8% |
| All | +2.2% | -85.2% | +87.4% | +4.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling