+502.1%
FICO vs MAS
+219.8%
+282.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.4% | +4.4% | +2.7% |
| 7D | -0.3% | +4.6% | -4.8% | -2.8% |
| 30D | +1.7% | +19.9% | -18.2% | -7.5% |
| 3M | -35.2% | +8.9% | -44.1% | -38.3% |
| 6M | -33.7% | +20.2% | -53.8% | -40.9% |
| YTD | -58.2% | +33.9% | -92.0% | -65.8% |
| 1Y | -56.6% | +34.7% | -91.2% | -64.6% |
| 3Y | -24.0% | +60.4% | -84.4% | -46.7% |
| 5Y | +86.1% | +43.5% | +42.6% | +35.1% |
| All | +502.1% | +219.8% | +282.3% | +171.6% |
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