-41.2%
MP vs FIS
-54.5%
+13.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.4% | +8.0% | +6.5% |
| 7D | -1.6% | -29.4% | +27.9% | -4.2% |
| 30D | -18.2% | -16.7% | -1.4% | -17.7% |
| 3M | -26.1% | -33.0% | +6.8% | -28.4% |
| 6M | -44.0% | -33.3% | -10.7% | -45.1% |
| YTD | -25.3% | -56.0% | +30.7% | -30.3% |
| All | -41.2% | -54.5% | +13.4% | -44.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling