-36.1%
FIS vs MSI
+18.9%
-55.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.8% | -2.0% |
| 7D | -25.5% | +4.7% | -30.1% | -27.0% |
| 30D | -15.1% | +14.8% | -29.8% | -20.6% |
| 3M | -32.1% | +8.8% | -40.9% | -35.1% |
| 6M | -36.1% | +19.3% | -55.4% | -42.5% |
| All | -36.1% | +18.9% | -55.0% | -42.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling