+64.6%
MSFT vs ICE
+35.7%
+28.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.5% |
| 7D | +1.7% | +2.0% | -0.4% | +0.7% |
| 30D | +0.2% | +12.9% | -12.7% | -6.0% |
| 3M | +6.4% | +15.4% | -9.1% | -1.5% |
| 6M | +28.7% | +13.1% | +15.6% | +20.1% |
| YTD | +10.4% | +7.5% | +3.0% | +4.6% |
| 1Y | +7.6% | +18.3% | -10.7% | -3.8% |
| 3Y | +52.3% | +65.9% | -13.6% | +5.9% |
| All | +64.6% | +35.7% | +28.8% | +29.3% |
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 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