+39.9%
MKSI vs FICO
+80.8%
-40.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +2.7% | +7.3% | +9.4% |
| 7D | +7.7% | -0.1% | +7.7% | +7.7% |
| 30D | -20.0% | +8.4% | -28.4% | -22.5% |
| 3M | -30.6% | -30.5% | -0.1% | -26.5% |
| 6M | -32.3% | -35.7% | +3.4% | -30.2% |
| YTD | +32.8% | -57.2% | +90.0% | +60.0% |
| 1Y | +37.3% | -58.4% | +95.7% | +67.3% |
| 3Y | +219.2% | -24.8% | +244.1% | +156.2% |
| All | +39.9% | +80.8% | -40.9% | -31.6% |
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 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