+58.1%
FIS vs MUB
+78.3%
-20.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.3% |
| 7D | -25.5% | +0.7% | -26.2% | -25.8% |
| 30D | -15.1% | +4.4% | -19.4% | -17.1% |
| 3M | -32.1% | -0.2% | -32.0% | -32.1% |
| 6M | -36.1% | -0.6% | -35.5% | -35.9% |
| YTD | -55.4% | +0.3% | -55.7% | -55.5% |
| 1Y | -53.9% | +0.8% | -54.7% | -54.1% |
| 3Y | -39.8% | +12.0% | -51.8% | -43.3% |
| 5Y | -71.1% | +3.4% | -74.5% | -71.8% |
| 10Y | -53.8% | +20.7% | -74.5% | -56.5% |
| All | +58.1% | +78.3% | -20.1% | +35.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling