+71.4%
MSFT vs ICE
+42.0%
+29.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | 0.0% |
| 7D | -1.4% | -1.2% | -0.3% | -0.8% |
| 30D | -1.0% | +5.0% | -6.0% | -3.5% |
| 3M | +20.2% | +13.9% | +6.3% | +12.2% |
| 6M | +21.3% | -4.4% | +25.7% | +23.5% |
| YTD | +2.8% | -1.9% | +4.7% | +2.3% |
| 1Y | 0.0% | -8.1% | +8.1% | +3.1% |
| 3Y | +51.2% | +42.5% | +8.7% | +15.5% |
| 5Y | +71.4% | +40.6% | +30.8% | +28.7% |
| All | +71.4% | +42.0% | +29.5% | +28.7% |
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 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