-52.0%
FIS vs MTB
+119.7%
-171.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.2% | +6.9% | +6.8% |
| 7D | +1.5% | -2.0% | +3.5% | +2.2% |
| 30D | -11.8% | +0.1% | -12.0% | -12.0% |
| 3M | -28.5% | -12.1% | -16.4% | -25.2% |
| 6M | -27.0% | +7.3% | -34.3% | -29.0% |
| YTD | -53.1% | +11.5% | -64.6% | -55.2% |
| 1Y | -52.8% | +21.3% | -74.0% | -56.3% |
| 3Y | -37.5% | +104.1% | -141.6% | -53.2% |
| 5Y | -71.1% | +61.8% | -132.9% | -77.0% |
| 10Y | -52.0% | +115.4% | -167.4% | -64.5% |
| All | -52.0% | +119.7% | -171.8% | -64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling