+101.7%
FICO vs MAS
+32.0%
+69.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +1.8% | -18.5% | -17.4% |
| 7D | -19.2% | -0.8% | -18.4% | -19.0% |
| 30D | -14.6% | -5.6% | -9.0% | -12.7% |
| 3M | -20.1% | +4.4% | -24.5% | -22.7% |
| 6M | -36.3% | +7.2% | -43.5% | -39.9% |
| YTD | -44.9% | +16.1% | -61.0% | -50.4% |
| 1Y | -38.6% | +0.1% | -38.7% | -40.6% |
| 3Y | +4.0% | +28.3% | -24.3% | -15.6% |
| All | +101.7% | +32.0% | +69.6% | +47.1% |
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