+531.6%
FICO vs MSI
+689.5%
-157.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.6% | +0.1% | +1.2% |
| 7D | -0.1% | +8.3% | -8.4% | -4.7% |
| 30D | +8.4% | +18.9% | -10.4% | -2.2% |
| 3M | -30.5% | +13.2% | -43.7% | -35.3% |
| 6M | -35.7% | +38.3% | -74.0% | -47.1% |
| YTD | -57.2% | +38.9% | -96.1% | -65.4% |
| 1Y | -58.4% | +36.7% | -95.1% | -66.1% |
| 3Y | -24.8% | +76.6% | -101.4% | -49.0% |
| 5Y | +79.3% | +124.5% | -45.2% | +2.2% |
| 10Y | +531.6% | +674.5% | -142.9% | +75.4% |
| All | +531.6% | +689.5% | -157.9% | +75.4% |
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