+177.5%
MAR vs FICO
+82.5%
+94.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.0% | +1.7% | +2.5% |
| 7D | +2.9% | +0.9% | +2.0% | +2.6% |
| 30D | +17.0% | +9.4% | +7.6% | +14.3% |
| 3M | +23.2% | -30.4% | +53.6% | +30.3% |
| 6M | +21.7% | -35.1% | +56.9% | +29.7% |
| YTD | +38.9% | -56.8% | +95.6% | +63.0% |
| 1Y | +48.7% | -58.4% | +107.1% | +76.2% |
| 3Y | +122.9% | -26.7% | +149.6% | +110.0% |
| 5Y | +177.5% | +88.0% | +89.5% | +79.2% |
| All | +177.5% | +82.5% | +94.9% | +79.2% |
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