+10.0%
MSCI vs FICO
+4.8%
+5.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -16.7% | +16.4% | +3.0% |
| 7D | +0.4% | -19.2% | +19.6% | +4.4% |
| 30D | +0.6% | -14.6% | +15.2% | +3.2% |
| 3M | -7.1% | -20.1% | +13.0% | -3.8% |
| 6M | +0.8% | -36.3% | +37.2% | +8.5% |
| YTD | +1.0% | -44.9% | +45.8% | +11.6% |
| 1Y | +4.3% | -38.6% | +42.9% | +11.9% |
| All | +10.0% | +4.8% | +5.2% | -0.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling