-72.3%
FIS vs MSCI
+7.0%
-79.2%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.5% | -4.6% | -5.5% |
| 7D | -3.5% | -0.7% | -2.8% | -3.2% |
| 30D | -19.4% | +16.2% | -35.6% | -24.8% |
| 3M | -31.6% | +16.1% | -47.7% | -36.1% |
| 6M | -32.5% | +12.9% | -45.5% | -36.5% |
| YTD | -56.0% | +14.8% | -70.8% | -58.9% |
| 1Y | -55.5% | +13.8% | -69.3% | -58.4% |
| 3Y | -41.3% | +31.2% | -72.6% | -49.4% |
| 5Y | -72.3% | +5.6% | -77.8% | -76.8% |
| All | -72.3% | +7.0% | -79.2% | -76.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling