+237.4%
MP vs FIS
-74.9%
+312.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.2% | -4.8% | -5.7% |
| 7D | -19.0% | -21.2% | +2.2% | -14.5% |
| 30D | -30.5% | -12.1% | -18.4% | -29.0% |
| 3M | -29.6% | -30.6% | +1.0% | -23.3% |
| 6M | -50.4% | -35.5% | -14.9% | -45.4% |
| YTD | -33.2% | -54.4% | +21.2% | -17.7% |
| 1Y | -38.6% | -52.9% | +14.3% | -25.2% |
| 3Y | +105.5% | -38.7% | +144.1% | +120.8% |
| 5Y | -7.8% | -70.4% | +62.6% | +21.3% |
| All | +237.4% | -74.9% | +312.3% | +346.8% |
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