+45.2%
MO vs FICO
-59.4%
+104.7%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.9% |
| 7D | +3.3% | +2.2% | +1.1% | +3.2% |
| 30D | +7.5% | +0.1% | +7.5% | +7.5% |
| 3M | +22.8% | -35.2% | +57.9% | +25.7% |
| 6M | +13.4% | -32.4% | +45.7% | +18.7% |
| YTD | +43.0% | -57.4% | +100.4% | +52.1% |
| 1Y | +45.2% | -58.5% | +103.8% | +54.4% |
| All | +45.2% | -59.4% | +104.7% | +54.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling