-54.5%
FIS vs MSCI
+789.3%
-843.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | 0.0% | -1.2% |
| 7D | -25.5% | +2.8% | -28.3% | -27.0% |
| 30D | -15.1% | +15.4% | -30.5% | -21.1% |
| 3M | -32.1% | +13.4% | -45.5% | -36.4% |
| 6M | -36.1% | +10.9% | -47.0% | -39.7% |
| YTD | -55.4% | +13.0% | -68.4% | -58.4% |
| 1Y | -53.9% | +12.0% | -65.9% | -56.9% |
| 3Y | -39.8% | +34.1% | -73.9% | -49.7% |
| 5Y | -71.1% | +3.9% | -75.0% | -73.8% |
| All | -54.5% | +789.3% | -843.8% | -82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 10y: compounded portfolio wealth divided by compounded MSCI 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…
10y analysis · Full analysis span regression · 6 months rolling