-29.2%
MKSI vs FICO
-34.9%
+5.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.2% | +6.1% | +5.8% |
| 7D | +15.9% | +4.0% | +12.0% | +17.4% |
| 30D | -9.6% | -1.5% | -8.1% | -9.5% |
| 3M | -23.2% | -29.8% | +6.6% | -31.9% |
| 6M | -29.2% | -33.3% | +4.1% | -42.1% |
| All | -29.2% | -34.9% | +5.7% | -42.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling