+122.0%
MS vs ICE
+41.1%
+80.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.8% | 0.0% |
| 7D | +3.7% | +2.2% | +1.5% | +2.6% |
| 30D | +2.0% | +13.7% | -11.7% | -4.3% |
| 3M | -12.6% | +17.9% | -30.5% | -19.5% |
| 6M | -0.3% | +15.0% | -15.2% | -7.3% |
| YTD | +9.0% | +10.9% | -2.0% | +2.2% |
| 1Y | +13.9% | +17.0% | -3.1% | +3.4% |
| 3Y | +173.6% | +68.2% | +105.4% | +97.9% |
| 5Y | +122.0% | +40.4% | +81.6% | +70.3% |
| All | +122.0% | +41.1% | +80.8% | +70.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling