+2,499.8%
MSFT vs ICE
+2,331.7%
+168.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -1.5% |
| 7D | -2.7% | -0.7% | -2.0% | -2.5% |
| 30D | +2.7% | +7.6% | -4.9% | +0.6% |
| 3M | +17.0% | +13.9% | +3.0% | +12.6% |
| 6M | +23.8% | -2.4% | +26.2% | +24.4% |
| YTD | +4.0% | +0.3% | +3.7% | +3.4% |
| 1Y | -0.8% | -6.4% | +5.6% | +0.3% |
| 3Y | +55.6% | +43.1% | +12.5% | +38.9% |
| 5Y | +72.9% | +42.1% | +30.8% | +54.6% |
| 10Y | +875.8% | +220.9% | +654.9% | +616.2% |
| All | +2,499.8% | +2,331.7% | +168.1% | +1,238.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling