+602.8%
FICO vs MSI
+597.7%
+5.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.9% | -15.8% | -16.2% |
| 7D | -19.2% | -3.7% | -15.5% | -17.4% |
| 30D | -14.6% | +6.8% | -21.4% | -18.3% |
| 3M | -20.1% | +14.3% | -34.4% | -26.5% |
| 6M | -36.3% | -1.6% | -34.7% | -36.4% |
| YTD | -44.9% | +22.8% | -67.7% | -52.1% |
| 1Y | -38.6% | -1.1% | -37.5% | -39.6% |
| 3Y | +4.0% | +70.5% | -66.5% | -28.4% |
| 5Y | +99.5% | +102.8% | -3.3% | +20.7% |
| All | +602.8% | +597.7% | +5.1% | +132.1% |
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