+18.7%
MA vs FICO
-58.2%
+76.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +2.3% | -0.9% | +3.2% | +2.4% |
| 30D | +14.7% | +3.3% | +11.3% | +14.0% |
| 3M | +13.5% | -31.7% | +45.2% | +17.6% |
| 6M | +33.1% | -34.0% | +67.1% | +36.2% |
| YTD | +15.1% | -58.3% | +73.4% | +29.7% |
| 1Y | +18.7% | -57.9% | +76.7% | +33.5% |
| All | +18.7% | -58.2% | +76.9% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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