+156.4%
MAR vs FIS
-64.6%
+220.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.9% | +3.6% | -0.5% |
| 7D | -1.7% | -3.5% | +1.7% | -0.7% |
| 30D | -6.9% | -7.8% | +0.9% | -4.7% |
| 3M | -15.8% | +0.8% | -16.7% | -16.6% |
| 6M | +1.9% | -21.9% | +23.8% | +9.1% |
| YTD | +6.6% | -39.5% | +46.1% | +24.3% |
| 1Y | +23.7% | -41.0% | +64.7% | +45.1% |
| 3Y | +64.6% | -23.6% | +88.2% | +76.0% |
| 5Y | +156.4% | -65.6% | +222.0% | +243.6% |
| All | +156.4% | -64.6% | +220.9% | +243.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling