+287.6%
MP vs FIS
-74.8%
+362.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.2% | -0.7% | +2.4% |
| 7D | +9.5% | +2.8% | +6.6% | +8.5% |
| 30D | -3.0% | -16.7% | +13.7% | +0.5% |
| 3M | -30.4% | -32.3% | +1.9% | -23.8% |
| 6M | -39.2% | -29.1% | -10.1% | -35.1% |
| YTD | -23.3% | -54.1% | +30.9% | -5.8% |
| 1Y | -32.6% | -53.7% | +21.1% | -17.6% |
| 3Y | +159.3% | -38.8% | +198.1% | +178.7% |
| 5Y | -16.4% | -71.1% | +54.6% | +10.2% |
| All | +287.6% | -74.8% | +362.4% | +411.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling