-38.8%
FIS vs MSI
+76.4%
-115.2%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.0% | +4.1% |
| 7D | +2.8% | +3.2% | -0.4% | +1.8% |
| 30D | -16.7% | +17.6% | -34.3% | -21.4% |
| 3M | -32.3% | +14.5% | -46.8% | -35.6% |
| 6M | -29.1% | +34.3% | -63.3% | -36.4% |
| YTD | -54.1% | +39.7% | -93.9% | -59.6% |
| 1Y | -53.7% | +40.2% | -93.9% | -59.3% |
| 3Y | -38.8% | +77.1% | -116.0% | -49.7% |
| All | -38.8% | +76.4% | -115.2% | -49.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling