+6.9%
FPS vs MULL
+332.6%
-325.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.4% | -9.5% | -5.4% |
| 7D | +5.3% | +14.8% | -9.4% | +1.6% |
| 30D | -17.6% | +36.6% | -54.1% | -24.4% |
| 3M | -45.8% | -8.9% | -36.9% | -49.2% |
| 6M | -10.1% | +311.9% | -322.1% | -49.6% |
| All | +6.9% | +332.6% | -325.8% | -40.8% |
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