+128.0%
FIS vs MUB
+76.3%
+51.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -1.0% | -0.9% |
| 7D | +1.1% | -0.9% | +1.9% | +1.6% |
| 30D | -2.2% | -1.4% | -0.8% | -1.4% |
| 3M | +2.1% | -2.2% | +4.3% | +3.4% |
| 6M | -14.7% | -1.9% | -12.8% | -13.8% |
| YTD | -35.7% | -0.8% | -34.9% | -35.4% |
| 1Y | -37.1% | +2.7% | -39.8% | -38.0% |
| 3Y | -20.0% | +8.6% | -28.6% | -23.5% |
| 5Y | -62.1% | +2.0% | -64.2% | -62.7% |
| 10Y | -37.4% | +17.9% | -55.3% | -40.5% |
| All | +128.0% | +76.3% | +51.7% | +97.0% |
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