+578.8%
MS vs FIS
-54.6%
+633.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.4% | +4.5% | +3.7% |
| 7D | +0.7% | -29.4% | +30.2% | +14.2% |
| 30D | -0.9% | -16.7% | +15.8% | +3.6% |
| 3M | -13.0% | -33.0% | +20.0% | +0.2% |
| 6M | -2.0% | -33.3% | +31.4% | +11.7% |
| YTD | +7.8% | -56.0% | +63.8% | +49.7% |
| 1Y | +17.9% | -54.6% | +72.4% | +60.9% |
| 3Y | +174.8% | -40.6% | +215.4% | +214.7% |
| 5Y | +119.9% | -71.9% | +191.8% | +263.9% |
| 10Y | +578.8% | -55.3% | +634.2% | +857.2% |
| All | +578.8% | -54.6% | +633.5% | +857.2% |
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