+602.8%
FICO vs MOS
+5.8%
+597.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +1.4% | -18.1% | -17.0% |
| 7D | -19.2% | +9.5% | -28.7% | -20.8% |
| 30D | -14.6% | +10.4% | -25.0% | -16.5% |
| 3M | -20.1% | +12.9% | -33.0% | -22.7% |
| 6M | -36.3% | +1.2% | -37.6% | -37.8% |
| YTD | -44.9% | +9.3% | -54.2% | -47.3% |
| 1Y | -38.6% | -18.0% | -20.6% | -37.5% |
| 3Y | +4.0% | -29.0% | +33.0% | +6.3% |
| 5Y | +99.5% | -9.6% | +109.1% | +79.5% |
| All | +602.8% | +5.8% | +597.0% | +403.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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