-31.6%
FIS vs MSCI
+13.5%
-45.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.6% |
| 7D | -27.4% | +2.7% | -30.1% | -28.4% |
| 30D | -16.8% | +16.2% | -33.1% | -23.4% |
| 3M | -32.6% | +17.1% | -49.7% | -38.1% |
| All | -31.6% | +13.5% | -45.2% | -37.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling