+8.6%
MSFT vs FICO
-58.5%
+67.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.7% | 0.0% | +2.7% |
| 7D | +7.5% | -0.1% | +7.6% | +7.5% |
| 30D | +1.9% | +8.4% | -6.5% | +1.6% |
| 3M | +9.2% | -30.5% | +39.7% | +10.2% |
| 6M | +31.9% | -35.7% | +67.6% | +28.9% |
| YTD | +13.4% | -57.2% | +70.6% | +16.9% |
| All | +8.6% | -58.5% | +67.2% | +12.4% |
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 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