+2,781.3%
MSCI vs FICO
+1,748.1%
+1,033.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.6% | -3.1% |
| 7D | +6.0% | -0.3% | +6.3% | +6.0% |
| 30D | +18.2% | +1.7% | +16.5% | +16.0% |
| 3M | +15.1% | -35.2% | +50.3% | +31.4% |
| 6M | +13.7% | -33.7% | +47.4% | +26.1% |
| YTD | +15.6% | -58.2% | +73.8% | +53.4% |
| 1Y | +16.3% | -56.6% | +72.9% | +51.2% |
| 3Y | +36.9% | -24.0% | +60.9% | +24.6% |
| 5Y | +6.3% | +86.1% | -79.8% | -40.4% |
| 10Y | +823.0% | +522.8% | +300.2% | +184.6% |
| All | +2,781.3% | +1,748.1% | +1,033.2% | +178.5% |
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