+17.8%
FIS vs MTSI
+896.6%
-878.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -18.4% | +17.1% | +0.8% |
| 7D | -21.2% | -24.6% | +3.4% | -18.9% |
| 30D | -12.1% | -45.7% | +33.7% | -6.6% |
| 3M | -30.6% | -27.7% | -2.9% | -29.3% |
| 6M | -35.5% | -37.3% | +1.8% | -34.1% |
| YTD | -54.4% | +11.1% | -65.5% | -57.4% |
| 1Y | -52.9% | +27.2% | -80.0% | -57.0% |
| 3Y | -38.7% | +153.7% | -192.3% | -51.1% |
| 5Y | -70.4% | +159.0% | -229.4% | -77.0% |
| 10Y | -52.8% | +405.6% | -458.3% | -70.3% |
| All | +17.8% | +896.6% | -878.8% | -31.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling