+623.8%
ICE vs MTSI
+896.6%
-272.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -18.4% | +17.8% | +1.2% |
| 7D | +6.7% | -24.6% | +31.3% | +9.3% |
| 30D | +13.4% | -45.7% | +59.1% | +19.4% |
| 3M | +16.5% | -27.7% | +44.3% | +18.5% |
| 6M | +12.8% | -37.3% | +50.1% | +15.3% |
| YTD | +8.5% | +11.1% | -2.6% | +3.1% |
| 1Y | +20.6% | +27.2% | -6.6% | +12.5% |
| 3Y | +67.4% | +153.7% | -86.3% | +40.0% |
| 5Y | +36.6% | +159.0% | -122.4% | +12.1% |
| 10Y | +270.4% | +405.6% | -135.2% | +158.0% |
| All | +623.8% | +896.6% | -272.8% | +358.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling