+6.3%
MSCI vs FICO
+84.1%
-77.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.6% | -3.0% |
| 7D | +6.0% | -0.3% | +6.3% | +6.0% |
| 30D | +18.2% | +1.7% | +16.5% | +16.8% |
| 3M | +15.1% | -35.2% | +50.3% | +26.3% |
| 6M | +13.7% | -33.7% | +47.4% | +22.4% |
| YTD | +15.6% | -58.2% | +73.8% | +42.3% |
| 1Y | +16.3% | -56.6% | +72.9% | +41.0% |
| 3Y | +36.9% | -24.0% | +60.9% | +20.1% |
| 5Y | +6.3% | +86.1% | -79.8% | -39.1% |
| All | +6.3% | +84.1% | -77.7% | -39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling