+13.5%
ICE vs MSTZ
-99.2%
+112.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.9% | -4.6% | +0.5% |
| 7D | +3.6% | +30.8% | -27.1% | +4.2% |
| 30D | +15.1% | +41.2% | -26.1% | +16.1% |
| 3M | +15.4% | -60.9% | +76.3% | +14.2% |
| 6M | +16.1% | -15.7% | +31.8% | +16.9% |
| YTD | +11.4% | -75.2% | +86.6% | +11.2% |
| 1Y | +18.5% | -59.8% | +78.3% | +19.1% |
| All | +13.5% | -99.2% | +112.6% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 5y: compounded portfolio wealth divided by compounded MSTZ 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…
5y analysis · Full analysis span regression · 6 months rolling