+15,614.6%
MA vs FIS
+92.9%
+15,521.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.8% | +0.7% |
| 7D | +2.3% | -25.5% | +27.8% | +16.3% |
| 30D | +14.7% | -15.1% | +29.7% | +20.9% |
| 3M | +13.5% | -32.1% | +45.6% | +35.0% |
| 6M | +33.1% | -36.1% | +69.2% | +62.3% |
| YTD | +15.1% | -55.4% | +70.5% | +70.5% |
| 1Y | +18.7% | -53.9% | +72.6% | +72.5% |
| 3Y | +72.1% | -39.8% | +111.8% | +105.8% |
| 5Y | +92.8% | -71.1% | +163.9% | +234.0% |
| 10Y | +571.6% | -53.8% | +625.5% | +800.8% |
| All | +15,614.6% | +92.9% | +15,521.7% | +9,074.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling