+86.1%
FICO vs MSI
+117.4%
-31.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.0% | -3.1% | -1.2% |
| 7D | -0.3% | +5.1% | -5.3% | -2.9% |
| 30D | +1.7% | +13.3% | -11.6% | -4.8% |
| 3M | -35.2% | +18.3% | -53.5% | -40.8% |
| 6M | -33.7% | +18.7% | -52.4% | -39.9% |
| YTD | -58.2% | +36.0% | -94.1% | -65.1% |
| 1Y | -56.6% | +32.6% | -89.2% | -63.3% |
| 3Y | -24.0% | +78.3% | -102.3% | -48.2% |
| 5Y | +86.1% | +121.6% | -35.5% | +4.4% |
| All | +86.1% | +117.4% | -31.3% | +4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling