+67.9%
MSFT vs FICO
+82.5%
-14.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.4% |
| 7D | +2.3% | +0.9% | +1.5% | +2.1% |
| 30D | -0.4% | +9.4% | -9.8% | -2.4% |
| 3M | +5.6% | -30.4% | +35.9% | +10.8% |
| 6M | +29.0% | -35.1% | +64.1% | +34.2% |
| YTD | +10.9% | -56.8% | +67.7% | +26.5% |
| 1Y | +6.2% | -58.4% | +64.6% | +22.2% |
| 3Y | +47.6% | -26.7% | +74.3% | +30.6% |
| 5Y | +67.9% | +88.0% | -20.1% | +3.6% |
| All | +67.9% | +82.5% | -14.6% | +3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling