+7.6%
MSFT vs FICO
-58.2%
+65.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.0% |
| 7D | +1.7% | -0.9% | +2.6% | +1.7% |
| 30D | +0.2% | +3.3% | -3.2% | -0.1% |
| 3M | +6.4% | -31.7% | +38.1% | +7.3% |
| 6M | +28.7% | -34.0% | +62.7% | +24.7% |
| YTD | +10.4% | -58.3% | +68.7% | +13.9% |
| 1Y | +7.6% | -57.9% | +65.6% | +10.3% |
| All | +7.6% | -58.2% | +65.8% | +10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling