+6,288.2%
MS vs FICO
+48,520.8%
-42,232.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -16.7% | +16.9% | +6.2% |
| 7D | +1.4% | -19.2% | +20.6% | +8.5% |
| 30D | -0.3% | -14.6% | +14.3% | +4.3% |
| 3M | +0.3% | -20.1% | +20.4% | +5.2% |
| 6M | +31.3% | -36.3% | +67.7% | +46.2% |
| YTD | +24.7% | -44.9% | +69.5% | +45.6% |
| 1Y | +47.9% | -38.6% | +86.5% | +62.9% |
| 3Y | +178.3% | +4.0% | +174.4% | +139.7% |
| 5Y | +144.9% | +99.5% | +45.4% | +57.0% |
| 10Y | +804.5% | +604.7% | +199.9% | +239.5% |
| All | +6,288.2% | +48,520.8% | -42,232.5% | +1,015.6% |
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