+876.8%
MSFT vs FICO
+605.7%
+271.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -16.7% | +14.6% | +3.4% |
| 7D | -2.7% | -19.2% | +16.5% | +3.8% |
| 30D | +2.7% | -14.6% | +17.3% | +7.2% |
| 3M | +17.0% | -20.1% | +37.1% | +21.8% |
| 6M | +23.8% | -36.3% | +60.1% | +37.6% |
| YTD | +4.0% | -44.9% | +48.8% | +21.5% |
| 1Y | -0.8% | -38.6% | +37.8% | +8.7% |
| 3Y | +55.6% | +4.0% | +51.6% | +24.2% |
| 5Y | +72.9% | +99.5% | -26.6% | -3.8% |
| All | +876.8% | +605.7% | +271.1% | +154.9% |
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