+93.7%
MA vs FICO
+84.1%
+9.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -2.7% |
| 7D | +3.2% | -0.3% | +3.4% | +3.2% |
| 30D | +15.9% | +1.7% | +14.2% | +15.0% |
| 3M | +15.2% | -35.2% | +50.3% | +23.5% |
| 6M | +32.4% | -33.7% | +66.0% | +39.3% |
| YTD | +15.6% | -58.2% | +73.8% | +34.9% |
| 1Y | +19.3% | -56.6% | +75.9% | +37.8% |
| 3Y | +73.0% | -24.0% | +96.9% | +58.4% |
| 5Y | +93.7% | +86.1% | +7.7% | +23.7% |
| All | +93.7% | +84.1% | +9.7% | +23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling