+376.5%
FIS vs MSI
+1,300.8%
-924.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.6% |
| 7D | +1.1% | -3.7% | +4.8% | +2.2% |
| 30D | -2.2% | +6.8% | -9.0% | -4.4% |
| 3M | +2.1% | +14.3% | -12.2% | -2.2% |
| 6M | -14.7% | -1.6% | -13.1% | -14.5% |
| YTD | -35.7% | +22.8% | -58.5% | -40.1% |
| 1Y | -37.1% | -1.1% | -36.0% | -37.3% |
| 3Y | -20.0% | +70.5% | -90.5% | -33.2% |
| 5Y | -62.1% | +102.8% | -164.9% | -70.3% |
| 10Y | -37.4% | +597.4% | -634.8% | -65.9% |
| All | +376.5% | +1,300.8% | -924.3% | +75.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling