+500.9%
MAR vs FICO
+524.6%
-23.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.6% |
| 7D | +1.8% | +1.4% | +0.4% | +1.3% |
| 30D | +14.3% | -0.8% | +15.1% | +13.9% |
| 3M | +20.0% | -31.3% | +51.3% | +30.0% |
| 6M | +21.7% | -33.9% | +55.7% | +31.6% |
| YTD | +37.7% | -57.6% | +95.3% | +70.5% |
| 1Y | +46.8% | -59.7% | +106.5% | +85.0% |
| 3Y | +121.0% | -28.0% | +149.1% | +106.9% |
| 5Y | +183.1% | +91.0% | +92.1% | +64.7% |
| All | +500.9% | +524.6% | -23.6% | +93.7% |
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 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