+23.8%
MSFT vs ICE
-0.7%
+24.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -1.1% |
| 7D | -2.7% | -0.7% | -2.0% | -2.4% |
| 30D | +2.7% | +7.6% | -4.9% | -0.5% |
| 3M | +17.0% | +13.9% | +3.0% | +9.8% |
| 6M | +23.8% | -2.4% | +26.2% | +20.9% |
| All | +23.8% | -0.7% | +24.5% | +20.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling