-51.1%
FIS vs MSI
+28.6%
-79.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +1.2% | -24.9% | -24.0% |
| 7D | -18.4% | +2.8% | -21.2% | -19.3% |
| 30D | -11.4% | +9.1% | -20.5% | -14.1% |
| 3M | -32.0% | +12.5% | -44.5% | -35.0% |
| 6M | -35.6% | +14.2% | -49.8% | -39.3% |
| YTD | -53.8% | +30.7% | -84.5% | -57.2% |
| 1Y | -51.1% | +27.5% | -78.6% | -52.8% |
| All | -51.1% | +28.6% | -79.7% | -52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 1y: compounded portfolio wealth divided by compounded MSI 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…
1y analysis · Full analysis span regression · 6 months rolling