-62.2%
FIS vs MTSI
+320.9%
-383.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.5% | -4.4% | -1.1% |
| 7D | +1.1% | +1.4% | -0.3% | +1.0% |
| 30D | -2.2% | +2.1% | -4.3% | -2.6% |
| 3M | +2.1% | -29.7% | +31.9% | +4.5% |
| 6M | -14.7% | +12.5% | -27.2% | -18.3% |
| YTD | -35.7% | +57.0% | -92.7% | -41.7% |
| 1Y | -37.1% | +103.9% | -141.0% | -45.7% |
| 3Y | -20.0% | +223.6% | -243.6% | -40.3% |
| All | -62.2% | +320.9% | -383.1% | -75.4% |
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