+181.3%
MS vs ICE
+44.6%
+136.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +1.1% |
| 7D | +1.4% | -0.7% | +2.0% | +1.6% |
| 30D | -0.3% | +7.6% | -7.9% | -3.2% |
| 3M | +0.3% | +13.9% | -13.6% | -5.3% |
| 6M | +31.3% | -2.4% | +33.7% | +33.1% |
| YTD | +24.7% | +0.3% | +24.4% | +23.7% |
| 1Y | +47.9% | -6.4% | +54.3% | +52.9% |
| All | +181.3% | +44.6% | +136.7% | +112.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling