+348.4%
FIS vs MKSI
+1,274.6%
-926.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.0% | -7.9% | -6.4% |
| 7D | -3.5% | +7.7% | -11.2% | -5.2% |
| 30D | -7.8% | -12.9% | +5.0% | -5.3% |
| 3M | +0.8% | -14.8% | +15.7% | +1.4% |
| 6M | -21.9% | +26.6% | -48.5% | -29.8% |
| YTD | -39.5% | +66.6% | -106.1% | -49.8% |
| 1Y | -41.0% | +144.6% | -185.5% | -56.3% |
| 3Y | -23.6% | +193.1% | -216.8% | -49.8% |
| 5Y | -65.6% | +88.6% | -154.2% | -75.3% |
| 10Y | -40.2% | +490.9% | -531.1% | -70.4% |
| All | +348.4% | +1,274.6% | -926.1% | +51.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling