+143,155.1%
MSFT vs FICO
+78,963.7%
+64,191.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.9% | -4.5% | -3.7% |
| 7D | +1.1% | -0.3% | +1.3% | +1.1% |
| 30D | +1.3% | +1.7% | -0.5% | +0.3% |
| 3M | +10.2% | -35.2% | +45.3% | +16.8% |
| 6M | +30.8% | -33.7% | +64.5% | +36.3% |
| YTD | +11.5% | -58.2% | +69.7% | +25.7% |
| 1Y | +6.5% | -56.6% | +63.1% | +19.1% |
| 3Y | +55.5% | -24.0% | +79.4% | +51.4% |
| 5Y | +66.2% | +86.1% | -19.9% | +34.5% |
| 10Y | +928.0% | +522.8% | +405.2% | +583.5% |
| All | +143,155.1% | +78,963.7% | +64,191.4% | +69,396.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling