+920.4%
MSFT vs FICO
+544.0%
+376.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.7% | 0.0% | +1.9% |
| 7D | +7.5% | -0.1% | +7.6% | +7.4% |
| 30D | +1.9% | +8.4% | -6.5% | -1.5% |
| 3M | +9.2% | -30.5% | +39.7% | +18.0% |
| 6M | +31.9% | -35.7% | +67.6% | +41.9% |
| YTD | +13.4% | -57.2% | +70.6% | +39.2% |
| 1Y | +10.6% | -58.4% | +69.0% | +36.9% |
| 3Y | +54.7% | -24.8% | +79.5% | +34.7% |
| 5Y | +69.1% | +79.3% | -10.2% | -8.3% |
| 10Y | +920.4% | +531.6% | +388.7% | +157.9% |
| All | +920.4% | +544.0% | +376.4% | +157.9% |
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