+428.8%
MAR vs FIS
-40.6%
+469.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.4% | +4.3% | +2.3% |
| 7D | -0.5% | -9.1% | +8.6% | +3.7% |
| 30D | -4.7% | -10.4% | +5.8% | -0.3% |
| 3M | -15.6% | -3.7% | -11.9% | -15.1% |
| 6M | +1.2% | -24.8% | +26.0% | +12.8% |
| YTD | +7.5% | -41.6% | +49.1% | +34.3% |
| 1Y | +26.6% | -42.7% | +69.4% | +59.3% |
| 3Y | +66.0% | -26.2% | +92.2% | +80.4% |
| 5Y | +154.1% | -66.1% | +220.2% | +296.6% |
| All | +428.8% | -40.6% | +469.3% | +593.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling