-22.1%
FPS vs MTSI
+12.9%
-35.0%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | +9.0% | +7.0% | +8.9% |
| 7D | -8.0% | +3.5% | -11.5% | -9.4% |
| 30D | -43.5% | -30.3% | -13.2% | -25.5% |
| 3M | -41.6% | -26.0% | -15.6% | -26.8% |
| 6M | -44.0% | -36.1% | -7.9% | -25.3% |
| All | -22.1% | +12.9% | -35.0% | -31.0% |
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