+158.5%
MAR vs FICO
+82.2%
+76.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.0% |
| 7D | +4.4% | -0.3% | +4.7% | +4.4% |
| 30D | +15.5% | +1.7% | +13.8% | +14.4% |
| 3M | +15.7% | -35.2% | +50.9% | +24.5% |
| 6M | +18.2% | -33.7% | +51.8% | +24.8% |
| YTD | +35.3% | -58.2% | +93.5% | +59.9% |
| 1Y | +48.6% | -56.6% | +105.2% | +73.6% |
| 3Y | +124.3% | -24.0% | +148.3% | +107.8% |
| All | +158.5% | +82.2% | +76.3% | +69.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling