+11.4%
FPS vs MULL
+310.5%
-299.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.0% | +6.1% | +3.8% |
| 7D | +10.4% | +14.0% | -3.6% | +6.7% |
| 30D | -16.5% | +24.8% | -41.3% | -21.7% |
| 3M | -45.5% | -16.1% | -29.4% | -47.9% |
| 6M | +2.1% | +330.9% | -328.8% | -44.0% |
| All | +11.4% | +310.5% | -299.0% | -37.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling