-54.5%
FIS vs MAS
+213.7%
-268.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -1.5% |
| 7D | -25.5% | +2.0% | -27.4% | -26.6% |
| 30D | -15.1% | +19.4% | -34.4% | -21.3% |
| 3M | -32.1% | +9.4% | -41.5% | -35.0% |
| 6M | -36.1% | +15.3% | -51.4% | -40.8% |
| YTD | -55.4% | +31.3% | -86.7% | -61.5% |
| 1Y | -53.9% | +34.9% | -88.7% | -60.7% |
| 3Y | -39.8% | +58.6% | -98.4% | -53.8% |
| 5Y | -71.1% | +40.7% | -111.8% | -77.2% |
| All | -54.5% | +213.7% | -268.2% | -74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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