+52.3%
MSFT vs FICO
-24.3%
+76.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -0.4% |
| 3M | +6.4% | -31.7% | +38.1% | +9.0% |
| 6M | +28.7% | -34.0% | +62.7% | +29.5% |
| YTD | +10.4% | -58.3% | +68.7% | +17.9% |
| 1Y | +7.6% | -57.9% | +65.6% | +14.7% |
| 3Y | +52.3% | -24.1% | +76.4% | +35.7% |
| All | +52.3% | -24.3% | +76.6% | +35.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling