-62.2%
FIS vs MAS
+32.0%
-94.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -1.5% |
| 7D | +1.1% | -0.8% | +1.8% | +1.3% |
| 30D | -2.2% | -5.6% | +3.3% | -0.4% |
| 3M | +2.1% | +4.4% | -2.3% | -0.4% |
| 6M | -14.7% | +7.2% | -21.9% | -18.4% |
| YTD | -35.7% | +16.1% | -51.8% | -40.8% |
| 1Y | -37.1% | +0.1% | -37.2% | -38.5% |
| 3Y | -20.0% | +28.3% | -48.3% | -32.1% |
| All | -62.2% | +32.0% | -94.2% | -70.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling