-40.6%
FIS vs MTSI
+211.6%
-252.2%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +9.0% | -10.4% | -0.9% |
| 7D | -29.4% | +3.5% | -32.9% | -29.1% |
| 30D | -16.7% | -30.3% | +13.6% | -17.6% |
| 3M | -33.0% | -26.0% | -7.0% | -33.4% |
| 6M | -33.3% | -36.1% | +2.8% | -33.6% |
| YTD | -56.0% | +34.3% | -90.3% | -58.2% |
| 1Y | -54.6% | +35.3% | -89.9% | -56.9% |
| 3Y | -40.6% | +217.6% | -258.3% | -53.4% |
| All | -40.6% | +211.6% | -252.2% | -53.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling