+242.4%
FIS vs MAS
+594.9%
-352.5%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +5.6% | -29.3% | -25.4% |
| 7D | -18.4% | +14.2% | -32.6% | -22.2% |
| 30D | -11.4% | +26.8% | -38.2% | -18.2% |
| 3M | -32.0% | +13.1% | -45.1% | -35.0% |
| 6M | -35.6% | +27.9% | -63.5% | -41.3% |
| YTD | -53.8% | +38.7% | -92.5% | -59.4% |
| 1Y | -51.1% | +40.4% | -91.4% | -57.2% |
| 3Y | -37.9% | +66.1% | -104.0% | -49.3% |
| 5Y | -69.6% | +47.4% | -117.0% | -74.5% |
| 10Y | -52.2% | +238.3% | -290.5% | -69.5% |
| All | +242.4% | +594.9% | -352.5% | +43.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling