-70.8%
FIS vs MTSI
+206.4%
-277.2%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -5.6% | +9.7% | +4.4% |
| 7D | +2.8% | +10.0% | -7.2% | +2.4% |
| 30D | -16.7% | -20.3% | +3.6% | -16.1% |
| 3M | -32.3% | -24.4% | -7.9% | -31.7% |
| 6M | -29.1% | -39.2% | +10.1% | -27.5% |
| YTD | -54.1% | +35.5% | -89.6% | -58.5% |
| 1Y | -53.7% | +43.0% | -96.7% | -58.6% |
| 3Y | -38.8% | +196.3% | -235.1% | -55.6% |
| All | -70.8% | +206.4% | -277.2% | -81.2% |
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 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