-22.6%
FPS vs MSCI
+16.7%
-39.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +5.4% | -22.7% | -14.2% |
| 7D | -23.3% | +11.5% | -34.8% | -18.2% |
| 30D | -42.4% | +22.1% | -64.5% | -36.2% |
| 3M | -43.0% | +18.4% | -61.5% | -37.4% |
| 6M | -44.5% | +16.6% | -61.1% | -38.7% |
| All | -22.6% | +16.7% | -39.4% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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