+3,122.8%
MAR vs FICO
+6,496.1%
-3,373.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.1% |
| 7D | +4.4% | -0.3% | +4.7% | +4.5% |
| 30D | +15.5% | +1.7% | +13.8% | +13.8% |
| 3M | +15.7% | -35.2% | +50.9% | +28.0% |
| 6M | +18.2% | -33.7% | +51.8% | +27.7% |
| YTD | +35.3% | -58.2% | +93.5% | +67.6% |
| 1Y | +48.6% | -56.6% | +105.2% | +81.5% |
| 3Y | +124.3% | -24.0% | +148.3% | +113.0% |
| 5Y | +159.7% | +86.1% | +73.6% | +71.7% |
| 10Y | +555.2% | +522.8% | +32.4% | +171.8% |
| All | +3,122.8% | +6,496.1% | -3,373.4% | +481.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling