+808.5%
MS vs FICO
+605.7%
+202.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -16.7% | +16.9% | +5.4% |
| 7D | +1.4% | -19.2% | +20.6% | +7.6% |
| 30D | -0.3% | -14.6% | +14.3% | +3.7% |
| 3M | +0.3% | -20.1% | +20.4% | +4.4% |
| 6M | +31.3% | -36.3% | +67.7% | +45.0% |
| YTD | +24.7% | -44.9% | +69.5% | +44.2% |
| 1Y | +47.9% | -38.6% | +86.5% | +61.4% |
| 3Y | +178.3% | +4.0% | +174.4% | +133.2% |
| 5Y | +144.9% | +99.5% | +45.4% | +48.1% |
| All | +808.5% | +605.7% | +202.8% | +185.1% |
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 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