-44.5%
FPS vs MAS
+24.1%
-68.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +5.6% | -23.0% | -17.5% |
| 7D | -23.3% | +14.2% | -37.5% | -25.1% |
| 30D | -42.4% | +26.8% | -69.2% | -46.6% |
| 3M | -43.0% | +13.1% | -56.2% | -44.0% |
| 6M | -44.5% | +27.9% | -72.4% | -48.9% |
| All | -44.5% | +24.1% | -68.6% | -48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 6mo: compounded portfolio wealth divided by compounded MAS 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…
6mo analysis · Full analysis span regression · 6 months rolling