+2,677.8%
MO vs FIS
+374.5%
+2,303.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | +0.3% | +1.1% | -0.8% | +0.1% |
| 30D | +0.6% | -2.2% | +2.9% | +1.1% |
| 3M | -1.0% | +2.1% | -3.1% | -1.6% |
| 6M | +4.3% | -14.7% | +19.0% | +7.2% |
| YTD | +23.3% | -35.7% | +59.0% | +34.2% |
| 1Y | +10.5% | -37.1% | +47.5% | +20.6% |
| 3Y | +96.3% | -20.0% | +116.3% | +100.0% |
| 5Y | +98.9% | -62.1% | +161.0% | +132.3% |
| 10Y | +103.6% | -37.4% | +141.0% | +108.3% |
| All | +2,677.8% | +374.5% | +2,303.3% | +1,725.6% |
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