-26.5%
FIS vs MTB
+112.6%
-139.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.4% |
| 7D | -9.1% | +1.1% | -10.1% | -9.4% |
| 30D | -10.4% | -4.6% | -5.8% | -9.0% |
| 3M | -3.7% | +6.3% | -9.9% | -5.6% |
| 6M | -24.8% | +15.6% | -40.4% | -28.5% |
| YTD | -41.6% | +20.6% | -62.1% | -45.4% |
| 1Y | -42.7% | +22.5% | -65.3% | -46.9% |
| All | -26.5% | +112.6% | -139.0% | -47.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling