+73.1%
MA vs FIS
-62.1%
+135.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.8% |
| 7D | -2.7% | +1.1% | -3.8% | -3.1% |
| 30D | +1.5% | -2.2% | +3.7% | +2.3% |
| 3M | +20.4% | +2.1% | +18.3% | +18.9% |
| 6M | +11.1% | -14.7% | +25.8% | +17.1% |
| YTD | +2.0% | -35.7% | +37.7% | +19.4% |
| 1Y | -2.2% | -37.1% | +34.9% | +15.3% |
| 3Y | +41.9% | -20.0% | +61.9% | +49.3% |
| All | +73.1% | -62.1% | +135.2% | +162.1% |
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