+64.6%
MAR vs FIS
-22.6%
+87.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.9% | +3.6% | -0.6% |
| 7D | -1.7% | -3.5% | +1.7% | -0.8% |
| 30D | -6.9% | -7.8% | +0.9% | -4.9% |
| 3M | -15.8% | +0.8% | -16.7% | -16.6% |
| 6M | +1.9% | -21.9% | +23.8% | +9.3% |
| YTD | +6.6% | -39.5% | +46.1% | +25.8% |
| 1Y | +23.7% | -41.0% | +64.7% | +47.0% |
| 3Y | +64.6% | -23.6% | +88.2% | +87.4% |
| All | +64.6% | -22.6% | +87.2% | +87.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling