+87.4%
MKSI vs FICO
+112.3%
-24.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.3% | -4.4% | -0.6% |
| 7D | +6.6% | -10.6% | +17.2% | +9.3% |
| 30D | -8.2% | -6.3% | -1.9% | -7.8% |
| 3M | -16.4% | -19.7% | +3.3% | -14.9% |
| 6M | +23.0% | -31.8% | +54.7% | +31.1% |
| YTD | +68.2% | -41.8% | +110.0% | +91.7% |
| 1Y | +148.6% | -36.4% | +185.0% | +163.8% |
| 3Y | +196.0% | +9.3% | +186.7% | +116.8% |
| 5Y | +87.4% | +113.0% | -25.6% | -7.4% |
| All | +87.4% | +112.3% | -24.9% | -7.4% |
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