+578.8%
MS vs ICE
+258.3%
+320.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.0% | +2.1% | +2.5% |
| 7D | +0.7% | +1.0% | -0.3% | +0.1% |
| 30D | -0.9% | +11.4% | -12.4% | -8.1% |
| 3M | -13.0% | +16.2% | -29.2% | -21.6% |
| 6M | -2.0% | +12.5% | -14.4% | -10.6% |
| YTD | +7.8% | +8.6% | -0.8% | -0.6% |
| 1Y | +17.9% | +18.4% | -0.5% | +2.1% |
| 3Y | +174.8% | +66.4% | +108.4% | +82.1% |
| 5Y | +119.9% | +37.2% | +82.7% | +65.6% |
| 10Y | +578.8% | +244.8% | +334.0% | +145.8% |
| All | +578.8% | +258.3% | +320.6% | +145.8% |
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