+154.7%
MO vs FIS
-72.9%
+227.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.1% | +6.8% | +1.2% |
| 7D | +0.4% | -3.5% | +3.9% | +0.7% |
| 30D | +8.9% | -19.4% | +28.3% | +10.4% |
| 3M | +23.0% | -31.6% | +54.5% | +26.7% |
| 6M | +15.0% | -32.5% | +47.5% | +18.5% |
| YTD | +41.7% | -56.0% | +97.6% | +52.0% |
| 1Y | +43.3% | -55.5% | +98.9% | +53.6% |
| 3Y | +143.2% | -41.3% | +184.5% | +151.1% |
| 5Y | +154.7% | -72.3% | +227.0% | +178.2% |
| All | +154.7% | -72.9% | +227.6% | +178.2% |
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