-55.0%
FIS vs MSI
+36.7%
-91.7%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -2.1% |
| 7D | -29.4% | +8.3% | -37.8% | -31.2% |
| 30D | -16.7% | +18.9% | -35.6% | -21.4% |
| 3M | -33.0% | +13.2% | -46.2% | -35.8% |
| 6M | -33.3% | +38.3% | -71.6% | -40.5% |
| YTD | -56.0% | +38.9% | -94.9% | -60.0% |
| All | -55.0% | +36.7% | -91.7% | -57.1% |
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