+499.7%
FICO vs MOS
+8.6%
+491.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -0.9% | +21.6% | -22.5% | -5.1% |
| 30D | +3.3% | +12.0% | -8.6% | +0.5% |
| 3M | -31.7% | -3.9% | -27.8% | -31.8% |
| 6M | -34.0% | -3.3% | -30.7% | -34.6% |
| YTD | -58.3% | -4.6% | -53.7% | -59.3% |
| 1Y | -57.9% | -7.0% | -51.0% | -58.8% |
| 3Y | -24.1% | -24.4% | +0.4% | -24.4% |
| 5Y | +85.3% | -32.1% | +117.4% | +78.7% |
| All | +499.7% | +8.6% | +491.0% | +333.4% |
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