+8.1%
FPS vs MULL
+323.2%
-315.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +11.8% | -9.4% | -0.5% |
| 7D | +3.1% | +17.3% | -14.2% | -1.0% |
| 30D | -18.6% | +23.5% | -42.0% | -23.4% |
| 3M | -51.5% | -24.0% | -27.5% | -52.9% |
| 6M | -8.5% | +276.7% | -285.3% | -47.3% |
| All | +8.1% | +323.2% | -315.1% | -39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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