+254.1%
MP vs FIS
-75.5%
+329.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.2% | +7.2% | +5.5% |
| 7D | -10.5% | -25.5% | +15.0% | -4.1% |
| 30D | -23.5% | -15.1% | -8.5% | -21.2% |
| 3M | -25.4% | -32.1% | +6.7% | -18.4% |
| 6M | -51.3% | -36.1% | -15.2% | -46.3% |
| YTD | -29.9% | -55.4% | +25.5% | -13.1% |
| 1Y | -31.8% | -53.9% | +22.0% | -16.6% |
| 3Y | +127.0% | -39.8% | +166.7% | +144.8% |
| 5Y | -3.3% | -71.1% | +67.8% | +28.1% |
| All | +254.1% | -75.5% | +329.6% | +371.6% |
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 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