+7.6%
MO vs FPS
+24.3%
-16.7%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.1% | -4.1% | -0.7% |
| 7D | -2.0% | +10.4% | -12.4% | -1.1% |
| 30D | -0.3% | -16.5% | +16.3% | -1.7% |
| 3M | -2.9% | -45.5% | +42.6% | -4.8% |
| 6M | +5.8% | +2.1% | +3.7% | +3.6% |
| All | +7.6% | +24.3% | -16.7% | +5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling