+1,807.1%
MAR vs FIS
+346.5%
+1,460.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.9% | +3.6% | +0.4% |
| 7D | -1.7% | -3.5% | +1.7% | -0.2% |
| 30D | -6.9% | -7.8% | +0.9% | -3.7% |
| 3M | -15.8% | +0.8% | -16.7% | -17.0% |
| 6M | +1.9% | -21.9% | +23.8% | +12.0% |
| YTD | +6.6% | -39.5% | +46.1% | +31.4% |
| 1Y | +23.7% | -41.0% | +64.7% | +53.8% |
| 3Y | +64.6% | -23.6% | +88.2% | +77.1% |
| 5Y | +156.4% | -65.6% | +222.0% | +281.6% |
| 10Y | +415.4% | -40.2% | +455.6% | +481.9% |
| All | +1,807.1% | +346.5% | +1,460.6% | +863.7% |
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 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