+92.3%
MA vs FIS
-71.2%
+163.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.8% | +0.2% |
| 7D | +2.3% | -25.5% | +27.8% | +10.7% |
| 30D | +14.7% | -15.1% | +29.7% | +18.1% |
| 3M | +13.5% | -32.1% | +45.6% | +26.7% |
| 6M | +33.1% | -36.1% | +69.2% | +51.2% |
| YTD | +15.1% | -55.4% | +70.5% | +48.9% |
| 1Y | +18.7% | -53.9% | +72.6% | +51.7% |
| 3Y | +72.1% | -39.8% | +111.8% | +94.8% |
| All | +92.3% | -71.2% | +163.5% | +207.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling