+8.1%
FPS vs MTSI
+32.0%
-23.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.5% | -1.0% | +0.3% |
| 7D | +3.1% | +1.4% | +1.7% | +2.2% |
| 30D | -18.6% | +2.1% | -20.6% | -20.9% |
| 3M | -51.5% | -29.7% | -21.7% | -41.0% |
| 6M | -8.5% | +12.5% | -21.1% | -26.0% |
| All | +8.1% | +32.0% | -23.9% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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