+70.5%
ICE vs MTSI
+203.6%
-133.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.6% | +5.9% | +0.3% |
| 7D | +3.6% | +10.0% | -6.4% | +3.8% |
| 30D | +15.1% | -20.3% | +35.4% | +15.0% |
| 3M | +15.4% | -24.4% | +39.8% | +15.3% |
| 6M | +16.1% | -39.2% | +55.3% | +16.6% |
| YTD | +11.4% | +35.5% | -24.1% | +6.7% |
| 1Y | +18.5% | +43.0% | -24.6% | +13.1% |
| 3Y | +70.5% | +196.3% | -125.7% | +44.5% |
| All | +70.5% | +203.6% | -133.0% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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