-56.6%
FPS vs MTSI
-35.1%
-21.5%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.9% | -18.4% | -0.5% | -4.9% |
| 7D | -35.8% | -24.6% | -11.2% | -20.0% |
| 30D | -56.0% | -45.7% | -10.2% | -31.6% |
| 3M | -52.7% | -27.7% | -24.9% | -38.9% |
| 6M | -56.6% | -37.3% | -19.3% | -32.4% |
| All | -56.6% | -35.1% | -21.5% | -32.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling