+18.8%
MA vs FPS
-14.8%
+33.6%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -9.8% | +8.6% | -1.7% |
| 7D | -0.5% | +21.6% | -22.1% | +0.8% |
| 30D | +7.9% | -38.8% | +46.7% | +5.5% |
| 3M | +16.8% | -42.1% | +58.9% | +14.0% |
| 6M | +31.0% | -48.5% | +79.5% | +26.2% |
| All | +18.8% | -14.8% | +33.6% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 FPS 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