-51.4%
FPS vs MKSI
-32.3%
-19.1%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | +2.5% |
| 7D | +13.6% | +12.2% | +1.4% | +2.6% |
| 30D | -32.4% | -8.0% | -24.3% | -25.2% |
| 3M | -41.1% | -29.5% | -11.6% | -20.2% |
| 6M | -51.4% | -31.9% | -19.5% | -35.1% |
| All | -51.4% | -32.3% | -19.1% | -35.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling