+9.7%
FPS vs MCO
+2.6%
+7.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.6% | +7.3% | +9.4% |
| 7D | +1.5% | -3.8% | +5.3% | +0.3% |
| 30D | -16.9% | -0.4% | -16.5% | -16.9% |
| 3M | -45.3% | +7.7% | -53.1% | -44.5% |
| 6M | -10.3% | +7.0% | -17.3% | -8.8% |
| All | +9.7% | +2.6% | +7.1% | +10.8% |
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