+19.1%
MA vs FIS
-52.2%
+71.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.7% | -6.4% | -1.0% |
| 7D | -1.8% | +1.5% | -3.3% | -2.1% |
| 30D | +11.0% | -11.8% | +22.9% | +10.3% |
| 3M | +17.9% | -28.5% | +46.4% | +25.8% |
| 6M | +33.2% | -27.0% | +60.2% | +40.1% |
| YTD | +16.5% | -53.1% | +69.6% | +47.7% |
| 1Y | +19.1% | -52.8% | +71.8% | +50.4% |
| All | +19.1% | -52.2% | +71.3% | +50.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling