-71.4%
FIS vs MTSI
+183.3%
-254.7%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +10.8% | -13.1% | -2.6% |
| 7D | -25.5% | -10.0% | -15.5% | -25.2% |
| 30D | -15.1% | -37.2% | +22.1% | -13.5% |
| 3M | -32.1% | -30.1% | -2.1% | -31.4% |
| 6M | -36.1% | -31.9% | -4.2% | -36.2% |
| YTD | -55.4% | +23.2% | -78.6% | -59.4% |
| 1Y | -53.9% | +26.4% | -80.3% | -58.4% |
| 3Y | -39.8% | +186.2% | -225.9% | -56.5% |
| All | -71.4% | +183.3% | -254.7% | -81.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling