-65.4%
FIS vs MKSI
+84.1%
-149.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.3% |
| 7D | -9.0% | +2.7% | -11.6% | -9.4% |
| 30D | -9.0% | -12.8% | +3.8% | -7.3% |
| 3M | -0.5% | -22.5% | +22.0% | +1.3% |
| 6M | -23.1% | +19.4% | -42.5% | -29.3% |
| YTD | -41.5% | +67.7% | -109.2% | -50.9% |
| 1Y | -42.2% | +131.4% | -173.6% | -55.9% |
| 3Y | -26.3% | +197.3% | -223.7% | -53.0% |
| All | -65.4% | +84.1% | -149.5% | -75.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling