+230.6%
FIS vs MSI
+1,443.9%
-1,213.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.8% | -2.1% |
| 7D | -25.5% | +4.7% | -30.1% | -26.7% |
| 30D | -15.1% | +14.8% | -29.8% | -18.8% |
| 3M | -32.1% | +8.8% | -40.9% | -34.0% |
| 6M | -36.1% | +19.3% | -55.4% | -39.7% |
| YTD | -55.4% | +35.3% | -90.7% | -59.7% |
| 1Y | -53.9% | +33.8% | -87.6% | -58.2% |
| 3Y | -39.8% | +74.4% | -114.2% | -50.1% |
| 5Y | -71.1% | +120.5% | -191.6% | -77.9% |
| 10Y | -53.8% | +685.2% | -739.0% | -75.8% |
| All | +230.6% | +1,443.9% | -1,213.3% | +18.1% |
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 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