+545.7%
FICO vs MSI
+670.3%
-124.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +0.9% | +7.4% | -6.5% | -3.4% |
| 30D | +9.4% | +18.7% | -9.3% | -1.2% |
| 3M | -30.4% | +14.5% | -44.8% | -35.6% |
| 6M | -35.1% | +38.1% | -73.2% | -46.6% |
| YTD | -56.8% | +38.7% | -95.5% | -65.0% |
| 1Y | -58.4% | +35.4% | -93.8% | -65.9% |
| 3Y | -26.7% | +75.1% | -101.8% | -50.0% |
| 5Y | +88.0% | +126.4% | -38.4% | +6.6% |
| 10Y | +545.7% | +671.4% | -125.7% | +80.0% |
| All | +545.7% | +670.3% | -124.6% | +80.0% |
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