-23.8%
FICO vs MSI
+78.6%
-102.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.0% | -3.1% | -0.8% |
| 7D | -0.3% | +5.1% | -5.3% | -2.3% |
| 30D | +1.7% | +13.3% | -11.6% | -3.5% |
| 3M | -35.2% | +18.3% | -53.5% | -39.6% |
| 6M | -33.7% | +18.7% | -52.4% | -38.6% |
| YTD | -58.2% | +36.0% | -94.1% | -63.8% |
| 1Y | -56.6% | +32.6% | -89.2% | -62.0% |
| All | -23.8% | +78.6% | -102.3% | -46.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling