+652.8%
MS vs ICE
+2,331.7%
-1,678.9%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +1.5% |
| 7D | +1.4% | -0.7% | +2.0% | +1.7% |
| 30D | -0.3% | +7.6% | -7.9% | -4.7% |
| 3M | +0.3% | +13.9% | -13.6% | -8.2% |
| 6M | +31.3% | -2.4% | +33.7% | +31.3% |
| YTD | +24.7% | +0.3% | +24.4% | +21.9% |
| 1Y | +47.9% | -6.4% | +54.3% | +50.4% |
| 3Y | +178.3% | +43.1% | +135.2% | +116.6% |
| 5Y | +144.9% | +42.1% | +102.8% | +88.4% |
| 10Y | +804.5% | +220.9% | +583.6% | +324.1% |
| All | +652.8% | +2,331.7% | -1,678.9% | +60.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling