+83.1%
FICO vs MAS
+48.4%
+34.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +5.6% | -8.9% | -5.6% |
| 7D | +0.4% | +14.2% | -13.8% | -5.4% |
| 30D | +1.7% | +26.8% | -25.2% | -8.3% |
| 3M | -33.0% | +13.1% | -46.2% | -36.7% |
| 6M | -33.9% | +27.9% | -61.8% | -41.6% |
| YTD | -58.5% | +38.7% | -97.2% | -65.6% |
| 1Y | -56.4% | +40.4% | -96.7% | -64.1% |
| 3Y | -24.7% | +66.1% | -90.8% | -46.5% |
| 5Y | +83.1% | +47.4% | +35.7% | +31.3% |
| All | +83.1% | +48.4% | +34.7% | +31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling