+5,626.0%
MS vs FICO
+36,461.3%
-30,835.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.2% | +7.5% | +5.3% |
| 7D | +2.6% | +0.4% | +2.2% | +2.4% |
| 30D | +2.6% | +1.7% | +1.0% | +0.8% |
| 3M | -10.1% | -33.0% | +23.0% | -1.3% |
| 6M | +4.4% | -33.9% | +38.2% | +12.2% |
| YTD | +11.7% | -58.5% | +70.3% | +39.1% |
| 1Y | +20.9% | -56.4% | +77.3% | +47.2% |
| 3Y | +177.1% | -24.7% | +201.8% | +158.8% |
| 5Y | +127.7% | +83.1% | +44.6% | +44.0% |
| 10Y | +684.1% | +517.2% | +166.9% | +196.4% |
| All | +5,626.0% | +36,461.3% | -30,835.3% | +965.7% |
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