-64.8%
FIS vs MKTX
-60.6%
-4.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -8.9% | -0.2% | -8.7% | -8.9% |
| 30D | -9.9% | +0.8% | -10.7% | -10.1% |
| 3M | 0.0% | +41.1% | -41.2% | -8.5% |
| 6M | -22.9% | -9.5% | -13.3% | -21.4% |
| YTD | -40.9% | -8.7% | -32.2% | -39.9% |
| 1Y | -40.4% | -10.0% | -30.5% | -39.4% |
| 3Y | -25.4% | -24.6% | -0.7% | -22.9% |
| 5Y | -64.8% | -60.3% | -4.5% | -62.4% |
| All | -64.8% | -60.6% | -4.3% | -62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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