-53.9%
FIS vs MTSI
+38.8%
-92.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +10.8% | -13.1% | -0.4% |
| 7D | -25.5% | -10.0% | -15.5% | -26.5% |
| 30D | -15.1% | -37.2% | +22.1% | -20.7% |
| 3M | -32.1% | -30.1% | -2.1% | -34.9% |
| 6M | -36.1% | -31.9% | -4.2% | -38.9% |
| YTD | -55.4% | +23.2% | -78.6% | -55.3% |
| 1Y | -53.9% | +26.4% | -80.3% | -53.7% |
| All | -53.9% | +38.8% | -92.7% | -53.7% |
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 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