+538.9%
FICO vs MSI
+663.2%
-124.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.0% |
| 7D | +1.4% | +2.6% | -1.2% | -0.1% |
| 30D | -0.8% | +18.1% | -18.9% | -10.2% |
| 3M | -31.3% | +13.2% | -44.5% | -36.0% |
| 6M | -33.9% | +36.3% | -70.2% | -45.1% |
| YTD | -57.6% | +39.5% | -97.1% | -65.8% |
| 1Y | -59.7% | +36.9% | -96.5% | -67.1% |
| 3Y | -28.0% | +76.1% | -104.1% | -51.1% |
| 5Y | +91.0% | +123.7% | -32.8% | +9.1% |
| All | +538.9% | +663.2% | -124.3% | +79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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