+568.6%
ICE vs MTSI
+1,308.1%
-739.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.5% | -5.5% | -2.4% |
| 7D | -0.7% | +1.4% | -2.0% | -0.8% |
| 30D | +7.6% | +2.1% | +5.5% | +7.0% |
| 3M | +13.9% | -29.7% | +43.7% | +17.1% |
| 6M | -2.4% | +12.5% | -14.9% | -5.5% |
| YTD | +0.3% | +57.0% | -56.8% | -6.9% |
| 1Y | -6.4% | +103.9% | -110.3% | -16.1% |
| 3Y | +43.1% | +223.6% | -180.5% | +18.4% |
| 5Y | +42.1% | +321.6% | -279.4% | +12.1% |
| 10Y | +220.9% | +517.7% | -296.8% | +121.7% |
| All | +568.6% | +1,308.1% | -739.5% | +313.6% |
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