+915.1%
MSFT vs ICE
+259.6%
+655.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | -1.3% | +3.6% | -4.9% | -3.4% |
| 30D | -1.8% | +15.1% | -16.9% | -10.1% |
| 3M | +5.6% | +15.4% | -9.7% | -3.5% |
| 6M | +29.8% | +16.1% | +13.7% | +17.7% |
| YTD | +9.0% | +11.4% | -2.3% | +0.1% |
| 1Y | +4.9% | +18.5% | -13.5% | -7.5% |
| 3Y | +46.2% | +70.5% | -24.3% | -1.1% |
| 5Y | +62.1% | +40.9% | +21.2% | +23.1% |
| All | +915.1% | +259.6% | +655.5% | +379.9% |
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 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