+523.8%
MKSI vs FICO
+647.8%
-124.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.3% | -4.4% | -1.5% |
| 7D | +6.6% | -10.6% | +17.2% | +10.7% |
| 30D | -8.2% | -6.3% | -1.9% | -7.5% |
| 3M | -16.4% | -19.7% | +3.3% | -13.8% |
| 6M | +23.0% | -31.8% | +54.7% | +33.1% |
| YTD | +68.2% | -41.8% | +110.0% | +96.7% |
| 1Y | +148.6% | -36.4% | +185.0% | +167.4% |
| 3Y | +196.0% | +9.3% | +186.7% | +108.5% |
| 5Y | +87.4% | +113.0% | -25.6% | -19.3% |
| 10Y | +523.8% | +665.4% | -141.6% | -3.0% |
| All | +523.8% | +647.8% | -124.0% | -3.0% |
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