+885.0%
MSFT vs ICE
+215.5%
+669.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | 0.0% |
| 7D | -1.0% | -0.9% | -0.2% | -0.6% |
| 30D | -2.7% | +4.0% | -6.6% | -4.9% |
| 3M | +22.1% | +11.0% | +11.1% | +14.5% |
| 6M | +20.6% | -5.0% | +25.5% | +23.5% |
| YTD | +2.3% | -2.7% | +5.0% | +2.3% |
| 1Y | -0.5% | -8.6% | +8.1% | +3.0% |
| 3Y | +50.5% | +41.4% | +9.2% | +15.1% |
| 5Y | +72.3% | +39.9% | +32.5% | +31.0% |
| 10Y | +885.0% | +214.9% | +670.1% | +412.7% |
| All | +885.0% | +215.5% | +669.5% | +412.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling