+63.3%
FIS vs MSCI
+3,095.4%
-3,032.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | 0.0% | -1.4% |
| 7D | -25.5% | +2.8% | -28.3% | -26.8% |
| 30D | -15.1% | +15.4% | -30.5% | -20.1% |
| 3M | -32.1% | +13.4% | -45.5% | -35.7% |
| 6M | -36.1% | +10.9% | -47.0% | -39.1% |
| YTD | -55.4% | +13.0% | -68.4% | -57.9% |
| 1Y | -53.9% | +12.0% | -65.9% | -56.4% |
| 3Y | -39.8% | +34.1% | -73.9% | -48.0% |
| 5Y | -71.1% | +3.9% | -75.0% | -73.2% |
| 10Y | -53.8% | +802.0% | -855.8% | -80.6% |
| All | +63.3% | +3,095.4% | -3,032.1% | -57.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling