+11.4%
FPS vs MDY
+9.0%
+2.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.7% | +5.0% |
| 7D | +10.4% | +1.0% | +9.4% | +7.0% |
| 30D | -16.5% | -3.1% | -13.4% | -7.8% |
| 3M | -45.5% | +1.8% | -47.4% | -47.1% |
| 6M | +2.1% | +10.8% | -8.7% | -18.6% |
| All | +11.4% | +9.0% | +2.4% | -5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling