+6.9%
FPS vs MKSI
+24.0%
-17.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.0% | -5.0% | -4.8% |
| 7D | +5.3% | +6.6% | -1.3% | 0.0% |
| 30D | -17.6% | -8.2% | -9.4% | -12.0% |
| 3M | -45.8% | -16.4% | -29.4% | -40.2% |
| 6M | -10.1% | +23.0% | -33.1% | -33.0% |
| All | +6.9% | +24.0% | -17.1% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 3y: compounded portfolio wealth divided by compounded MKSI 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…
3y analysis · Full analysis span regression · 6 months rolling