-53.7%
FIS vs MTB
+21.0%
-74.7%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.6% | +3.6% | +4.0% |
| 7D | +2.8% | +1.5% | +1.3% | +2.3% |
| 30D | -16.7% | +2.3% | -19.1% | -17.5% |
| 3M | -32.3% | -12.1% | -20.2% | -29.4% |
| 6M | -29.1% | +9.8% | -38.9% | -30.1% |
| YTD | -54.1% | +12.0% | -66.1% | -55.3% |
| 1Y | -53.7% | +22.0% | -75.8% | -56.3% |
| All | -53.7% | +21.0% | -74.7% | -56.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling