+554.8%
MA vs ICE
+258.3%
+296.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | -0.2% |
| 7D | -0.3% | +1.0% | -1.4% | -0.9% |
| 30D | +11.3% | +11.4% | -0.1% | +3.9% |
| 3M | +16.7% | +16.2% | +0.5% | +5.8% |
| 6M | +32.8% | +12.5% | +20.3% | +22.5% |
| YTD | +15.6% | +8.6% | +7.1% | +8.0% |
| 1Y | +19.6% | +18.4% | +1.2% | +5.4% |
| 3Y | +72.1% | +66.4% | +5.7% | +18.9% |
| 5Y | +96.0% | +37.2% | +58.8% | +52.4% |
| 10Y | +554.8% | +244.8% | +309.9% | +195.7% |
| All | +554.8% | +258.3% | +296.5% | +195.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 10y: compounded portfolio wealth divided by compounded ICE 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…
10y analysis · Full analysis span regression · 6 months rolling