-37.4%
FIS vs MTSI
+514.0%
-551.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.5% | -4.4% | -1.3% |
| 7D | +1.1% | +1.4% | -0.3% | +0.9% |
| 30D | -2.2% | +2.1% | -4.3% | -2.9% |
| 3M | +2.1% | -29.7% | +31.9% | +5.4% |
| 6M | -14.7% | +12.5% | -27.2% | -18.4% |
| YTD | -35.7% | +57.0% | -92.7% | -41.8% |
| 1Y | -37.1% | +103.9% | -141.0% | -45.7% |
| 3Y | -20.0% | +223.6% | -243.6% | -37.9% |
| 5Y | -62.1% | +321.6% | -383.7% | -72.5% |
| All | -37.4% | +514.0% | -551.4% | -63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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