+148,466.4%
MSFT vs FICO
+78,251.7%
+70,214.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -3.2% | +9.9% | +7.3% |
| 7D | +4.7% | +0.4% | +4.3% | +4.5% |
| 30D | +5.8% | +1.7% | +4.2% | +4.9% |
| 3M | +13.0% | -33.0% | +46.0% | +19.1% |
| 6M | +34.9% | -33.9% | +68.8% | +40.7% |
| YTD | +15.7% | -58.5% | +74.2% | +30.6% |
| 1Y | +9.0% | -56.4% | +65.3% | +21.6% |
| 3Y | +61.2% | -24.7% | +85.9% | +57.3% |
| 5Y | +72.1% | +83.1% | -11.0% | +39.7% |
| 10Y | +966.1% | +517.2% | +448.9% | +610.1% |
| All | +148,466.4% | +78,251.7% | +70,214.7% | +72,097.3% |
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 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