+553.1%
MA vs FIS
-54.4%
+607.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.8% | +0.7% |
| 7D | +2.3% | -25.5% | +27.8% | +15.5% |
| 30D | +14.7% | -15.1% | +29.7% | +20.3% |
| 3M | +13.5% | -32.1% | +45.6% | +34.1% |
| 6M | +33.1% | -36.1% | +69.2% | +61.2% |
| YTD | +15.1% | -55.4% | +70.5% | +69.5% |
| 1Y | +18.7% | -53.9% | +72.6% | +71.5% |
| 3Y | +72.1% | -39.8% | +111.8% | +102.3% |
| 5Y | +92.8% | -71.1% | +163.9% | +247.5% |
| All | +553.1% | -54.4% | +607.5% | +795.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 10y: compounded portfolio wealth divided by compounded FIS 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…
10y analysis · Full analysis span regression · 6 months rolling