+145.1%
MS vs ICE
+42.3%
+102.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +1.3% |
| 7D | +1.4% | -0.7% | +2.0% | +1.7% |
| 30D | -0.3% | +7.6% | -7.9% | -3.9% |
| 3M | +0.3% | +13.9% | -13.6% | -6.6% |
| 6M | +31.3% | -2.4% | +33.7% | +32.3% |
| YTD | +24.7% | +0.3% | +24.4% | +22.9% |
| 1Y | +47.9% | -6.4% | +54.3% | +51.7% |
| 3Y | +178.3% | +43.1% | +135.2% | +119.8% |
| All | +145.1% | +42.3% | +102.8% | +84.9% |
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