-37.5%
FIS vs MSCI
+34.4%
-71.8%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.7% | +6.0% | +6.5% |
| 7D | +1.5% | -1.9% | +3.4% | +2.1% |
| 30D | -11.8% | +16.5% | -28.3% | -17.0% |
| 3M | -28.5% | +18.2% | -46.7% | -33.0% |
| 6M | -27.0% | +14.0% | -41.0% | -30.9% |
| YTD | -53.1% | +16.6% | -69.7% | -55.9% |
| 1Y | -52.8% | +14.8% | -67.6% | -55.4% |
| All | -37.5% | +34.4% | -71.8% | -43.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling