+47.9%
MS vs FICO
-39.1%
+87.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -16.7% | +16.9% | +0.4% |
| 7D | +1.4% | -19.2% | +20.6% | +1.6% |
| 30D | -0.3% | -14.6% | +14.3% | -0.1% |
| 3M | +0.3% | -20.1% | +20.4% | -0.2% |
| 6M | +31.3% | -36.3% | +67.7% | +32.6% |
| YTD | +24.7% | -44.9% | +69.5% | +25.6% |
| 1Y | +47.9% | -38.6% | +86.5% | +50.1% |
| All | +47.9% | -39.1% | +87.0% | +50.1% |
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 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