+427.0%
MAR vs FICO
+605.7%
-178.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -16.7% | +16.8% | +5.6% |
| 7D | -4.2% | -19.2% | +15.0% | +2.2% |
| 30D | -6.7% | -14.6% | +7.9% | -2.7% |
| 3M | -12.5% | -20.1% | +7.6% | -7.8% |
| 6M | +0.6% | -36.3% | +36.9% | +12.6% |
| YTD | +9.1% | -44.9% | +54.0% | +28.1% |
| 1Y | +26.2% | -38.6% | +64.8% | +39.9% |
| 3Y | +68.2% | +4.0% | +64.2% | +42.3% |
| 5Y | +163.9% | +99.5% | +64.4% | +61.1% |
| All | +427.0% | +605.7% | -178.7% | +78.4% |
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 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