+13,824.2%
MA vs FICO
+2,590.8%
+11,233.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -16.7% | +15.6% | +5.1% |
| 7D | -2.7% | -19.2% | +16.5% | +4.5% |
| 30D | +1.5% | -14.6% | +16.1% | +6.4% |
| 3M | +20.4% | -20.1% | +40.5% | +27.4% |
| 6M | +11.1% | -36.3% | +47.5% | +25.7% |
| YTD | +2.0% | -44.9% | +46.8% | +21.2% |
| 1Y | -2.2% | -38.6% | +36.5% | +9.7% |
| 3Y | +41.9% | +4.0% | +37.9% | +20.0% |
| 5Y | +75.4% | +99.5% | -24.2% | +7.4% |
| 10Y | +527.5% | +604.7% | -77.1% | +121.3% |
| All | +13,824.2% | +2,590.8% | +11,233.4% | +2,239.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling