+2,417.1%
MSCI vs FICO
+2,335.5%
+81.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -16.7% | +16.4% | +7.0% |
| 7D | +0.4% | -19.2% | +19.6% | +9.1% |
| 30D | +0.6% | -14.6% | +15.2% | +6.3% |
| 3M | -7.1% | -20.1% | +13.0% | -0.3% |
| 6M | +0.8% | -36.3% | +37.2% | +16.9% |
| YTD | +1.0% | -44.9% | +45.8% | +24.1% |
| 1Y | +4.3% | -38.6% | +42.9% | +19.7% |
| 3Y | +9.9% | +4.0% | +6.0% | -9.3% |
| 5Y | -6.8% | +99.5% | -106.3% | -46.4% |
| 10Y | +614.7% | +604.7% | +10.0% | +118.5% |
| All | +2,417.1% | +2,335.5% | +81.6% | +125.4% |
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