+517.2%
FICO vs MAS
+241.3%
+275.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +5.6% | -8.9% | -6.1% |
| 7D | +0.4% | +14.2% | -13.8% | -6.5% |
| 30D | +1.7% | +26.8% | -25.2% | -10.2% |
| 3M | -33.0% | +13.1% | -46.2% | -37.4% |
| 6M | -33.9% | +27.9% | -61.8% | -43.0% |
| YTD | -58.5% | +38.7% | -97.2% | -66.6% |
| 1Y | -56.4% | +40.4% | -96.7% | -65.2% |
| 3Y | -24.7% | +66.1% | -90.8% | -48.1% |
| 5Y | +83.1% | +47.4% | +35.7% | +31.3% |
| 10Y | +517.2% | +238.3% | +278.8% | +169.9% |
| All | +517.2% | +241.3% | +275.9% | +169.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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