-54.5%
FIS vs MTSI
+448.7%
-503.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +10.8% | -13.1% | -3.4% |
| 7D | -25.5% | -10.0% | -15.5% | -24.9% |
| 30D | -15.1% | -37.2% | +22.1% | -11.4% |
| 3M | -32.1% | -30.1% | -2.1% | -30.5% |
| 6M | -36.1% | -31.9% | -4.2% | -35.4% |
| YTD | -55.4% | +23.2% | -78.6% | -59.1% |
| 1Y | -53.9% | +26.4% | -80.3% | -58.0% |
| 3Y | -39.8% | +186.2% | -225.9% | -53.5% |
| 5Y | -71.1% | +187.0% | -258.1% | -78.2% |
| All | -54.5% | +448.7% | -503.2% | -73.7% |
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