-32.8%
FPS vs MSCI
+11.0%
-43.8%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -2.3% | +9.2% | +5.8% |
| 7D | -24.5% | +2.8% | -27.4% | -22.8% |
| 30D | -52.1% | +15.4% | -67.5% | -48.5% |
| 3M | -48.4% | +13.4% | -61.8% | -44.7% |
| 6M | -54.4% | +10.9% | -65.3% | -51.0% |
| All | -32.8% | +11.0% | -43.8% | -28.4% |
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