+8.1%
FPS vs MSI
+13.5%
-5.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.3% | +2.3% |
| 7D | +3.1% | -3.7% | +6.8% | +2.7% |
| 30D | -18.6% | +6.8% | -25.4% | -18.0% |
| 3M | -51.5% | +14.3% | -65.8% | -51.0% |
| 6M | -8.5% | -1.6% | -6.9% | -5.2% |
| All | +8.1% | +13.5% | -5.3% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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