-40.2%
FIS vs MSI
+590.9%
-631.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.1% | -4.8% | -5.4% |
| 7D | -3.5% | -5.8% | +2.3% | -0.8% |
| 30D | -7.8% | -1.0% | -6.9% | -7.5% |
| 3M | +0.8% | +14.2% | -13.3% | -5.5% |
| 6M | -21.9% | +1.0% | -23.0% | -22.7% |
| YTD | -39.5% | +21.5% | -61.0% | -45.4% |
| 1Y | -41.0% | -2.1% | -38.9% | -41.1% |
| 3Y | -23.6% | +69.3% | -92.9% | -42.6% |
| 5Y | -65.6% | +99.3% | -164.9% | -76.6% |
| 10Y | -40.2% | +595.0% | -635.2% | -73.9% |
| All | -40.2% | +590.9% | -631.1% | -73.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling