+153.3%
MO vs FICO
+524.6%
-371.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +0.9% |
| 7D | +0.4% | +1.4% | -1.0% | +0.3% |
| 30D | +8.9% | -0.8% | +9.7% | +8.8% |
| 3M | +23.0% | -31.3% | +54.3% | +26.9% |
| 6M | +15.0% | -33.9% | +48.9% | +19.1% |
| YTD | +41.7% | -57.6% | +99.3% | +53.7% |
| 1Y | +43.3% | -59.7% | +103.0% | +56.3% |
| 3Y | +143.2% | -28.0% | +171.2% | +137.4% |
| 5Y | +154.7% | +91.0% | +63.7% | +103.5% |
| All | +153.3% | +524.6% | -371.2% | +49.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling