+14,854.2%
MO vs FICO
+104,095.6%
-89,241.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -16.7% | +15.8% | +0.3% |
| 7D | +0.3% | -19.2% | +19.5% | +1.7% |
| 30D | +0.6% | -14.6% | +15.2% | +1.6% |
| 3M | -1.0% | -20.1% | +19.1% | +0.4% |
| 6M | +4.3% | -36.3% | +40.7% | +7.1% |
| YTD | +23.3% | -44.9% | +68.1% | +27.6% |
| 1Y | +10.5% | -38.6% | +49.1% | +13.2% |
| 3Y | +96.3% | +4.0% | +92.3% | +91.6% |
| 5Y | +98.9% | +99.5% | -0.6% | +83.0% |
| 10Y | +103.6% | +604.7% | -501.1% | +70.5% |
| All | +14,854.2% | +104,095.6% | -89,241.4% | +10,664.7% |
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