+11.4%
FPS vs MSI
+12.2%
-0.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.1% | +4.1% | +2.9% |
| 7D | +10.4% | -5.8% | +16.1% | +9.6% |
| 30D | -16.5% | -1.0% | -15.6% | -16.6% |
| 3M | -45.5% | +14.2% | -59.7% | -45.2% |
| 6M | +2.1% | +1.0% | +1.0% | +4.2% |
| All | +11.4% | +12.2% | -0.8% | +9.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling