+540.2%
MAR vs FICO
+512.2%
+28.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +4.3% | -0.9% | +5.2% | +4.6% |
| 30D | +16.8% | +3.3% | +13.5% | +14.7% |
| 3M | +16.0% | -31.7% | +47.7% | +25.9% |
| 6M | +16.5% | -34.0% | +50.4% | +25.6% |
| YTD | +35.0% | -58.3% | +93.4% | +68.0% |
| 1Y | +49.4% | -57.9% | +107.3% | +84.9% |
| 3Y | +124.1% | -24.1% | +148.1% | +104.8% |
| 5Y | +159.2% | +85.3% | +73.9% | +52.8% |
| All | +540.2% | +512.2% | +28.0% | +124.5% |
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