+15.9%
MS vs ICE
+18.6%
-2.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.0% | +2.1% | +3.0% |
| 7D | +0.7% | +1.0% | -0.3% | +0.6% |
| 30D | -0.9% | +11.4% | -12.4% | -2.3% |
| 3M | -13.0% | +16.2% | -29.2% | -14.7% |
| 6M | -2.0% | +12.5% | -14.4% | -3.0% |
| YTD | +7.8% | +8.6% | -0.8% | +6.2% |
| All | +15.9% | +18.6% | -2.7% | +8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling