-38.4%
FIS vs MTSI
+153.8%
-192.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -18.4% | +17.1% | -2.1% |
| 7D | -21.2% | -24.6% | +3.4% | -22.1% |
| 30D | -12.1% | -45.7% | +33.7% | -14.0% |
| 3M | -30.6% | -27.7% | -2.9% | -31.4% |
| 6M | -35.5% | -37.3% | +1.8% | -36.9% |
| YTD | -54.4% | +11.1% | -65.5% | -57.0% |
| 1Y | -52.9% | +27.2% | -80.0% | -56.3% |
| All | -38.4% | +153.8% | -192.2% | -51.3% |
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