-52.8%
FIS vs MTSI
+41.9%
-94.6%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +10.3% | -3.6% | +8.3% |
| 7D | +1.5% | +7.2% | -5.7% | +2.9% |
| 30D | -11.8% | -18.4% | +6.6% | -14.2% |
| 3M | -28.5% | -16.7% | -11.8% | -29.6% |
| 6M | -27.0% | -31.7% | +4.7% | -29.4% |
| YTD | -53.1% | +45.9% | -99.0% | -51.7% |
| 1Y | -52.8% | +47.0% | -99.7% | -51.2% |
| All | -52.8% | +41.9% | -94.6% | -51.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling