+78,251.7%
FICO vs MOS
+115.8%
+78,136.0%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +17.4% | -20.6% | -6.6% |
| 7D | +0.4% | +17.9% | -17.5% | -3.2% |
| 30D | +1.7% | +1.6% | +0.1% | +0.8% |
| 3M | -33.0% | -4.0% | -29.0% | -33.1% |
| 6M | -33.9% | -4.1% | -29.7% | -34.4% |
| YTD | -58.5% | -7.8% | -50.7% | -59.2% |
| 1Y | -56.4% | -15.6% | -40.8% | -56.3% |
| 3Y | -24.7% | -28.9% | +4.2% | -23.9% |
| 5Y | +83.1% | -36.8% | +119.9% | +82.3% |
| 10Y | +517.2% | +6.7% | +510.5% | +400.3% |
| All | +78,251.7% | +115.8% | +78,136.0% | +51,720.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling