+0.7%
FPS vs MCO
+1.0%
-0.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.5% | -4.3% | -6.2% |
| 7D | -4.6% | -7.3% | +2.7% | -6.6% |
| 30D | -22.6% | -1.7% | -20.9% | -22.8% |
| 3M | -45.1% | +3.9% | -49.0% | -44.5% |
| 6M | -17.8% | +3.8% | -21.7% | -16.9% |
| All | +0.7% | +1.0% | -0.3% | +1.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling