-56.6%
FPS vs MSCI
+13.5%
-70.1%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.9% | -2.7% | -16.1% | -21.0% |
| 7D | -35.8% | +6.0% | -41.8% | -32.0% |
| 30D | -56.0% | +18.2% | -74.2% | -49.6% |
| 3M | -52.7% | +15.1% | -67.8% | -46.7% |
| 6M | -56.6% | +13.7% | -70.3% | -49.0% |
| All | -56.6% | +13.5% | -70.1% | -49.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling