-22.6%
FPS vs MULL
+136.8%
-159.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -13.8% | -3.6% | -13.4% |
| 7D | -23.3% | -35.9% | +12.6% | -13.1% |
| 30D | -42.4% | -47.3% | +4.9% | -31.5% |
| 3M | -43.0% | -30.6% | -12.5% | -37.6% |
| 6M | -44.5% | +13.7% | -58.2% | -53.4% |
| All | -22.6% | +136.8% | -159.4% | -49.7% |
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