+50.3%
MKSI vs FICO
-59.4%
+109.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.5% |
| 7D | +12.2% | +2.2% | +9.9% | +12.7% |
| 30D | -8.0% | +0.1% | -8.1% | -7.7% |
| 3M | -29.5% | -35.2% | +5.6% | -35.6% |
| 6M | -31.9% | -32.4% | +0.4% | -38.6% |
| YTD | +35.3% | -57.4% | +92.7% | +20.1% |
| 1Y | +50.3% | -58.5% | +108.8% | +34.2% |
| All | +50.3% | -59.4% | +109.7% | +34.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling