+199.1%
FIS vs MKTX
+1,445.7%
-1,246.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | 0.0% | -5.9% | -5.9% |
| 7D | -3.5% | +0.4% | -3.9% | -3.5% |
| 30D | -7.8% | +1.0% | -8.8% | -8.0% |
| 3M | +0.8% | +41.3% | -40.4% | -7.5% |
| 6M | -21.9% | -11.3% | -10.6% | -20.7% |
| YTD | -39.5% | -8.6% | -30.9% | -39.0% |
| 1Y | -41.0% | -11.1% | -29.9% | -40.2% |
| 3Y | -23.6% | -24.5% | +0.9% | -21.5% |
| 5Y | -65.6% | -61.4% | -4.2% | -60.0% |
| 10Y | -40.2% | +6.8% | -47.0% | -45.3% |
| All | +199.1% | +1,445.7% | -1,246.5% | +32.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling