+57.4%
MAR vs FICO
-57.1%
+114.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.2% | +5.3% | +2.3% |
| 7D | +7.7% | +0.4% | +7.3% | +7.7% |
| 30D | +19.4% | +1.7% | +17.7% | +18.9% |
| 3M | +23.3% | -33.0% | +56.4% | +27.1% |
| 6M | +22.8% | -33.9% | +56.7% | +26.4% |
| YTD | +37.8% | -58.5% | +96.3% | +56.9% |
| 1Y | +57.4% | -56.4% | +113.7% | +72.0% |
| All | +57.4% | -57.1% | +114.5% | +72.0% |
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