-24.1%
FICO vs MSI
+77.7%
-101.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | -0.9% | +4.7% | -5.6% | -2.9% |
| 30D | +3.3% | +14.8% | -11.4% | -2.5% |
| 3M | -31.7% | +8.8% | -40.5% | -34.1% |
| 6M | -34.0% | +19.3% | -53.3% | -39.0% |
| YTD | -58.3% | +35.3% | -93.7% | -63.9% |
| 1Y | -57.9% | +33.8% | -91.7% | -63.3% |
| 3Y | -24.1% | +74.4% | -98.5% | -47.0% |
| All | -24.1% | +77.7% | -101.7% | -47.0% |
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 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