-58.5%
FICO vs MSI
+37.5%
-96.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +2.2% | +3.2% | -1.0% | +1.2% |
| 30D | +0.1% | +17.6% | -17.5% | -5.0% |
| 3M | -35.2% | +14.5% | -49.7% | -38.0% |
| 6M | -32.4% | +34.3% | -66.6% | -37.7% |
| YTD | -57.4% | +39.7% | -97.1% | -60.6% |
| 1Y | -58.5% | +40.2% | -98.7% | -60.3% |
| All | -58.5% | +37.5% | -96.1% | -60.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling