+97.5%
MO vs FIS
-66.7%
+164.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | -0.1% |
| 7D | -2.4% | -9.1% | +6.7% | -1.4% |
| 30D | +3.6% | -10.4% | +14.0% | +4.7% |
| 3M | -3.7% | -3.7% | 0.0% | -3.3% |
| 6M | +4.5% | -24.8% | +29.3% | +7.3% |
| YTD | +21.5% | -41.6% | +63.1% | +28.1% |
| 1Y | +9.5% | -42.7% | +52.3% | +15.7% |
| 3Y | +93.6% | -26.2% | +119.8% | +96.8% |
| 5Y | +97.5% | -66.1% | +163.6% | +124.4% |
| All | +97.5% | -66.7% | +164.2% | +124.4% |
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 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