+2,161.7%
MKSI vs FICO
+8,751.2%
-6,589.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -16.7% | +21.0% | +11.3% |
| 7D | +1.8% | -19.2% | +21.0% | +10.1% |
| 30D | -16.8% | -14.6% | -2.2% | -12.6% |
| 3M | -21.1% | -20.1% | -1.0% | -18.4% |
| 6M | +10.8% | -36.3% | +47.2% | +22.4% |
| YTD | +63.3% | -44.9% | +108.2% | +90.4% |
| 1Y | +157.0% | -38.6% | +195.6% | +179.6% |
| 3Y | +163.7% | +4.0% | +159.7% | +116.9% |
| 5Y | +82.0% | +99.5% | -17.6% | +8.3% |
| 10Y | +467.2% | +604.7% | -137.5% | +97.9% |
| All | +2,161.7% | +8,751.2% | -6,589.5% | +185.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling