+135.3%
FIS vs MSCI
+2,756.4%
-2,621.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | +1.1% | +0.4% | +0.7% | +0.9% |
| 30D | -2.2% | +0.6% | -2.8% | -2.4% |
| 3M | +2.1% | -7.1% | +9.2% | +4.8% |
| 6M | -14.7% | +0.8% | -15.5% | -15.2% |
| YTD | -35.7% | +1.0% | -36.7% | -36.2% |
| 1Y | -37.1% | +4.3% | -41.4% | -38.5% |
| 3Y | -20.0% | +9.9% | -30.0% | -25.0% |
| 5Y | -62.1% | -6.8% | -55.4% | -63.3% |
| 10Y | -37.4% | +614.7% | -652.0% | -71.3% |
| All | +135.3% | +2,756.4% | -2,621.1% | -35.4% |
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