-52.0%
FIS vs MTSI
+539.0%
-591.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +10.3% | -3.6% | +5.6% |
| 7D | +1.5% | +7.2% | -5.7% | +0.5% |
| 30D | -11.8% | -18.4% | +6.6% | -10.5% |
| 3M | -28.5% | -16.7% | -11.8% | -28.1% |
| 6M | -27.0% | -31.7% | +4.7% | -25.7% |
| YTD | -53.1% | +45.9% | -99.0% | -57.8% |
| 1Y | -52.8% | +47.0% | -99.7% | -57.6% |
| 3Y | -37.5% | +224.1% | -261.6% | -52.2% |
| 5Y | -71.1% | +238.5% | -309.6% | -78.6% |
| 10Y | -52.0% | +512.7% | -564.7% | -72.4% |
| All | -52.0% | +539.0% | -591.0% | -72.4% |
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