+370.2%
MKSI vs FICO
+544.1%
-174.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.2% | +6.1% | +6.0% |
| 7D | +15.9% | +4.0% | +12.0% | +14.1% |
| 30D | -9.6% | -1.5% | -8.1% | -10.1% |
| 3M | -23.2% | -29.8% | +6.6% | -16.6% |
| 6M | -29.2% | -33.3% | +4.1% | -26.4% |
| YTD | +41.8% | -56.9% | +98.7% | +79.5% |
| 1Y | +48.7% | -59.5% | +108.1% | +94.7% |
| 3Y | +225.3% | -26.9% | +252.2% | +167.2% |
| 5Y | +43.6% | +92.9% | -49.4% | -41.7% |
| 10Y | +370.2% | +539.5% | -169.3% | -24.5% |
| All | +370.2% | +544.1% | -174.0% | -24.5% |
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