-35.5%
MP vs FPS
-17.4%
-18.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.0% | +1.5% | -1.7% |
| 7D | -3.6% | -20.9% | +17.2% | +3.2% |
| 30D | -21.0% | -46.3% | +25.4% | -4.0% |
| 3M | -33.3% | -42.9% | +9.6% | -21.7% |
| 6M | -45.9% | -46.8% | +0.9% | -37.3% |
| All | -35.5% | -17.4% | -18.1% | -36.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling