-32.8%
FPS vs MTSI
+3.6%
-36.4%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +10.8% | -3.9% | -1.4% |
| 7D | -24.5% | -10.0% | -14.5% | -17.6% |
| 30D | -52.1% | -37.2% | -14.9% | -31.9% |
| 3M | -48.4% | -30.1% | -18.3% | -32.3% |
| 6M | -54.4% | -31.9% | -22.5% | -41.4% |
| All | -32.8% | +3.6% | -36.4% | -36.6% |
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