+2,363.2%
MAR vs FIS
+225.0%
+2,138.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.1% | +5.1% | +1.7% |
| 7D | +1.8% | -3.5% | +5.3% | +3.1% |
| 30D | +14.3% | -19.4% | +33.7% | +22.4% |
| 3M | +20.0% | -31.6% | +51.6% | +37.6% |
| 6M | +21.7% | -32.5% | +54.3% | +39.2% |
| YTD | +37.7% | -56.0% | +93.7% | +89.8% |
| 1Y | +46.8% | -55.5% | +102.4% | +101.3% |
| 3Y | +121.0% | -41.3% | +162.3% | +159.8% |
| 5Y | +183.1% | -72.3% | +255.3% | +349.6% |
| 10Y | +532.4% | -55.0% | +587.4% | +686.3% |
| All | +2,363.2% | +225.0% | +2,138.2% | +1,291.6% |
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 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