+498.8%
MAR vs FICO
+527.0%
-28.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.5% |
| 7D | +1.6% | +2.2% | -0.6% | +0.9% |
| 30D | +13.8% | +0.1% | +13.7% | +13.1% |
| 3M | +20.3% | -35.2% | +55.4% | +33.1% |
| 6M | +21.3% | -32.4% | +53.7% | +30.1% |
| YTD | +37.2% | -57.4% | +94.6% | +69.7% |
| 1Y | +48.4% | -58.5% | +107.0% | +85.2% |
| 3Y | +120.1% | -28.9% | +149.0% | +107.2% |
| 5Y | +182.1% | +91.7% | +90.4% | +63.9% |
| All | +498.8% | +527.0% | -28.2% | +92.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling