-53.4%
FIS vs MAS
+219.8%
-273.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.2% | +0.1% |
| 7D | -21.2% | +4.6% | -25.7% | -23.1% |
| 30D | -12.1% | +19.9% | -31.9% | -18.7% |
| 3M | -30.6% | +8.9% | -39.5% | -33.5% |
| 6M | -35.5% | +20.2% | -55.6% | -41.2% |
| YTD | -54.4% | +33.9% | -88.3% | -60.9% |
| 1Y | -52.9% | +34.7% | -87.5% | -59.8% |
| 3Y | -38.7% | +60.4% | -99.0% | -53.1% |
| 5Y | -70.4% | +43.5% | -113.9% | -76.9% |
| All | -53.4% | +219.8% | -273.3% | -74.5% |
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