-37.1%
FIS vs MKSI
+162.5%
-199.6%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.3% | -5.2% | -0.4% |
| 7D | +1.1% | +1.8% | -0.7% | +1.3% |
| 30D | -2.2% | -16.8% | +14.6% | -4.3% |
| 3M | +2.1% | -21.1% | +23.2% | -0.5% |
| 6M | -14.7% | +10.8% | -25.5% | -15.5% |
| YTD | -35.7% | +63.3% | -99.0% | -36.4% |
| 1Y | -37.1% | +157.0% | -194.0% | -38.5% |
| All | -37.1% | +162.5% | -199.6% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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