+46.8%
MAR vs FIS
-55.3%
+102.1%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.1% | +5.1% | -0.7% |
| 7D | +1.8% | -3.5% | +5.3% | +2.0% |
| 30D | +14.3% | -19.4% | +33.7% | +14.8% |
| 3M | +20.0% | -31.6% | +51.6% | +22.9% |
| 6M | +21.7% | -32.5% | +54.3% | +24.4% |
| YTD | +37.7% | -56.0% | +93.7% | +65.4% |
| 1Y | +46.8% | -55.5% | +102.4% | +75.0% |
| All | +46.8% | -55.3% | +102.1% | +75.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling