+17,012.0%
MO vs FICO
+78,963.7%
-61,951.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.6% |
| 7D | +1.1% | -0.3% | +1.3% | +1.1% |
| 30D | +13.2% | +1.7% | +11.5% | +12.9% |
| 3M | +15.2% | -35.2% | +50.4% | +17.9% |
| 6M | +9.9% | -33.7% | +43.6% | +12.2% |
| YTD | +41.1% | -58.2% | +99.2% | +48.1% |
| 1Y | +44.9% | -56.6% | +101.5% | +51.7% |
| 3Y | +138.2% | -24.0% | +162.2% | +136.7% |
| 5Y | +152.0% | +86.1% | +66.0% | +131.6% |
| 10Y | +139.7% | +522.8% | -383.1% | +101.9% |
| All | +17,012.0% | +78,963.7% | -61,951.7% | +12,393.9% |
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