+86.1%
FICO vs MOS
-31.6%
+117.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.3% | -2.4% | +0.6% |
| 7D | -0.3% | +22.5% | -22.7% | -2.2% |
| 30D | +1.7% | +6.6% | -4.9% | +1.0% |
| 3M | -35.2% | -3.8% | -31.4% | -35.1% |
| 6M | -33.7% | -2.2% | -31.5% | -33.9% |
| YTD | -58.2% | -4.8% | -53.4% | -58.7% |
| 1Y | -56.6% | -11.7% | -44.9% | -56.7% |
| 3Y | -24.0% | -26.5% | +2.5% | -23.7% |
| 5Y | +86.1% | -32.2% | +118.3% | +88.9% |
| All | +86.1% | -31.6% | +117.6% | +88.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling