+78,963.7%
FICO vs MSI
+4,479.6%
+74,484.1%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.0% | -3.1% | -0.1% |
| 7D | -0.3% | +5.1% | -5.3% | -1.5% |
| 30D | +1.7% | +13.3% | -11.6% | -1.4% |
| 3M | -35.2% | +18.3% | -53.5% | -37.9% |
| 6M | -33.7% | +18.7% | -52.4% | -36.6% |
| YTD | -58.2% | +36.0% | -94.1% | -61.4% |
| 1Y | -56.6% | +32.6% | -89.2% | -59.7% |
| 3Y | -24.0% | +78.3% | -102.3% | -34.6% |
| 5Y | +86.1% | +121.6% | -35.5% | +51.6% |
| 10Y | +522.8% | +689.0% | -166.2% | +285.8% |
| All | +78,963.7% | +4,479.6% | +74,484.1% | +39,891.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling