+12.1%
ICE vs MSTU
-90.8%
+102.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -7.3% | +8.6% | +1.5% |
| 7D | +3.2% | -21.7% | +24.9% | +3.6% |
| 30D | +12.9% | -42.8% | +55.7% | +13.9% |
| 3M | +17.5% | +21.4% | -3.9% | +16.1% |
| 6M | +14.0% | -74.1% | +88.1% | +15.0% |
| YTD | +10.0% | -72.4% | +82.4% | +10.1% |
| 1Y | +19.5% | -90.1% | +109.6% | +21.1% |
| All | +12.1% | -90.8% | +102.9% | +15.6% |
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