+13,824.2%
MA vs FIS
+178.1%
+13,646.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.6% |
| 7D | -2.7% | +1.1% | -3.8% | -3.3% |
| 30D | +1.5% | -2.2% | +3.7% | +2.6% |
| 3M | +20.4% | +2.1% | +18.3% | +18.1% |
| 6M | +11.1% | -14.7% | +25.8% | +19.7% |
| YTD | +2.0% | -35.7% | +37.7% | +28.3% |
| 1Y | -2.2% | -37.1% | +34.9% | +24.2% |
| 3Y | +41.9% | -20.0% | +61.9% | +50.9% |
| 5Y | +75.4% | -62.1% | +137.5% | +173.7% |
| 10Y | +527.5% | -37.4% | +564.9% | +638.5% |
| All | +13,824.2% | +178.1% | +13,646.1% | +6,802.5% |
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