+584.1%
MA vs ICE
+258.3%
+325.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.3% |
| 7D | -0.5% | +2.2% | -2.7% | -1.9% |
| 30D | +7.9% | +13.7% | -5.8% | -0.6% |
| 3M | +16.8% | +17.9% | -1.2% | +4.9% |
| 6M | +31.0% | +15.0% | +16.0% | +19.2% |
| YTD | +15.0% | +10.9% | +4.1% | +6.0% |
| 1Y | +17.0% | +17.0% | 0.0% | +4.0% |
| 3Y | +68.5% | +68.2% | +0.3% | +15.7% |
| 5Y | +85.0% | +40.4% | +44.6% | +41.7% |
| All | +584.1% | +258.3% | +325.8% | +206.6% |
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