+534.7%
MS vs ICE
+2,532.6%
-1,997.9%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.5% | -5.4% | -5.6% |
| 7D | -3.4% | +6.7% | -10.1% | -7.2% |
| 30D | -3.9% | +13.4% | -17.3% | -11.3% |
| 3M | -15.9% | +16.5% | -32.4% | -23.8% |
| 6M | -2.5% | +12.8% | -15.3% | -10.9% |
| YTD | +5.1% | +8.5% | -3.4% | -2.6% |
| 1Y | +13.0% | +20.6% | -7.6% | -1.9% |
| 3Y | +160.7% | +67.4% | +93.3% | +83.3% |
| 5Y | +114.0% | +36.6% | +77.5% | +68.2% |
| 10Y | +637.5% | +270.4% | +367.0% | +215.7% |
| All | +534.7% | +2,532.6% | -1,997.9% | +28.1% |
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