-42.7%
FIS vs MSTU
-93.7%
+51.0%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.4% | +2.0% | -3.3% |
| 7D | -9.1% | +12.9% | -22.0% | -9.4% |
| 30D | -10.4% | +68.3% | -78.8% | -11.9% |
| 3M | -3.7% | +0.4% | -4.1% | -4.5% |
| 6M | -24.8% | -41.5% | +16.7% | -25.4% |
| YTD | -41.6% | -61.7% | +20.1% | -42.0% |
| 1Y | -42.7% | -93.7% | +50.9% | -41.6% |
| All | -42.7% | -93.7% | +51.0% | -41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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