-64.4%
FIS vs MSTU
-90.1%
+25.6%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.1% | +3.7% | -1.3% |
| 7D | -29.4% | -9.3% | -20.1% | -29.4% |
| 30D | -16.7% | -38.3% | +21.5% | -16.1% |
| 3M | -33.0% | +24.0% | -57.0% | -34.2% |
| 6M | -33.3% | -72.1% | +38.7% | -32.2% |
| YTD | -56.0% | -70.2% | +14.2% | -56.1% |
| 1Y | -54.6% | -89.6% | +35.0% | -53.4% |
| All | -64.4% | -90.1% | +25.6% | -63.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling