-22.6%
FPS vs MDY
+8.2%
-30.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +0.6% | -17.9% | -19.1% |
| 7D | -23.3% | +1.7% | -25.0% | -27.5% |
| 30D | -42.4% | +1.2% | -43.6% | -44.2% |
| 3M | -43.0% | -3.5% | -39.6% | -35.7% |
| 6M | -44.5% | +3.5% | -48.0% | -47.0% |
| All | -22.6% | +8.2% | -30.8% | -31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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