+553.7%
MS vs ICE
+245.5%
+308.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.6% |
| 7D | +0.8% | +3.2% | -2.4% | -1.2% |
| 30D | -0.7% | +12.9% | -13.6% | -8.6% |
| 3M | -12.4% | +17.5% | -29.9% | -21.7% |
| 6M | -1.7% | +14.0% | -15.7% | -11.2% |
| YTD | +8.0% | +10.0% | -2.0% | -1.2% |
| 1Y | +16.2% | +19.5% | -3.3% | +0.1% |
| 3Y | +171.3% | +66.8% | +104.5% | +79.7% |
| 5Y | +124.8% | +40.3% | +84.4% | +66.6% |
| 10Y | +553.7% | +249.7% | +304.0% | +134.0% |
| All | +553.7% | +245.5% | +308.1% | +134.0% |
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