+622.3%
MSCI vs FICO
+605.7%
+16.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -16.7% | +16.4% | +6.8% |
| 7D | +0.4% | -19.2% | +19.6% | +9.0% |
| 30D | +0.6% | -14.6% | +15.2% | +6.2% |
| 3M | -7.1% | -20.1% | +13.0% | -0.5% |
| 6M | +0.8% | -36.3% | +37.2% | +17.0% |
| YTD | +1.0% | -44.9% | +45.8% | +24.4% |
| 1Y | +4.3% | -38.6% | +42.9% | +19.6% |
| 3Y | +9.9% | +4.0% | +6.0% | -13.7% |
| 5Y | -6.8% | +99.5% | -106.3% | -52.0% |
| All | +622.3% | +605.7% | +16.6% | +61.1% |
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