+8.1%
FPS vs MCO
+6.7%
+1.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.1% | +4.6% | +1.8% |
| 7D | +3.1% | -4.2% | +7.3% | +1.7% |
| 30D | -18.6% | +2.2% | -20.7% | -17.9% |
| 3M | -51.5% | +10.1% | -61.6% | -50.2% |
| 6M | -8.5% | +5.3% | -13.8% | -6.4% |
| All | +8.1% | +6.7% | +1.4% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 1y: compounded portfolio wealth divided by compounded MCO 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…
1y analysis · Full analysis span regression · 6 months rolling