+376.5%
FIS vs MTB
+525.7%
-149.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | +1.1% | +1.7% | -0.6% | +0.5% |
| 30D | -2.2% | -4.2% | +2.0% | -0.7% |
| 3M | +2.1% | +8.9% | -6.7% | -1.0% |
| 6M | -14.7% | +10.9% | -25.5% | -18.1% |
| YTD | -35.7% | +21.5% | -57.2% | -40.4% |
| 1Y | -37.1% | +21.9% | -59.0% | -41.8% |
| 3Y | -20.0% | +109.2% | -129.3% | -40.5% |
| 5Y | -62.1% | +102.0% | -164.1% | -72.1% |
| 10Y | -37.4% | +171.9% | -209.3% | -61.8% |
| All | +376.5% | +525.7% | -149.2% | +84.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling