+35.5%
ICE vs MTSI
+183.3%
-147.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +10.8% | -11.8% | -1.5% |
| 7D | +2.0% | -10.0% | +12.0% | +2.4% |
| 30D | +12.9% | -37.2% | +50.1% | +15.6% |
| 3M | +15.4% | -30.1% | +45.5% | +17.0% |
| 6M | +13.1% | -31.9% | +45.0% | +13.4% |
| YTD | +7.5% | +23.2% | -15.7% | -0.5% |
| 1Y | +18.3% | +26.4% | -8.1% | +9.0% |
| 3Y | +65.9% | +186.2% | -120.2% | +26.6% |
| All | +35.5% | +183.3% | -147.8% | -1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling