-62.2%
FIS vs MUB
+2.2%
-64.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -1.0% | -1.0% |
| 7D | +1.1% | -0.9% | +1.9% | +1.9% |
| 30D | -2.2% | -1.4% | -0.8% | -0.8% |
| 3M | +2.1% | -2.2% | +4.3% | +4.3% |
| 6M | -14.7% | -1.9% | -12.8% | -13.0% |
| YTD | -35.7% | -0.8% | -34.9% | -35.2% |
| 1Y | -37.1% | +2.7% | -39.8% | -38.7% |
| 3Y | -20.0% | +8.6% | -28.6% | -26.7% |
| All | -62.2% | +2.2% | -64.4% | -68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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