-40.7%
FIS vs MTB
+172.9%
-213.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.0% |
| 7D | -8.9% | -0.4% | -8.5% | -8.7% |
| 30D | -9.9% | -4.6% | -5.3% | -8.4% |
| 3M | 0.0% | +7.4% | -7.5% | -2.6% |
| 6M | -22.9% | +18.7% | -41.6% | -27.7% |
| YTD | -40.9% | +21.1% | -61.9% | -45.1% |
| 1Y | -40.4% | +24.1% | -64.5% | -45.3% |
| 3Y | -25.4% | +115.3% | -140.7% | -45.2% |
| 5Y | -64.8% | +106.0% | -170.9% | -74.3% |
| All | -40.7% | +172.9% | -213.6% | -61.7% |
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