+542.0%
MS vs FIS
-53.2%
+595.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.2% | -3.4% | -1.0% |
| 7D | +5.1% | +2.8% | +2.3% | +3.6% |
| 30D | +5.7% | -16.7% | +22.4% | +10.6% |
| 3M | -12.2% | -32.3% | +20.1% | +0.8% |
| 6M | -0.5% | -29.1% | +28.6% | +10.1% |
| YTD | +9.8% | -54.1% | +64.0% | +49.6% |
| 1Y | +17.7% | -53.7% | +71.4% | +59.5% |
| 3Y | +176.8% | -38.8% | +215.7% | +212.9% |
| 5Y | +123.7% | -71.1% | +194.8% | +266.8% |
| All | +542.0% | -53.2% | +595.1% | +775.4% |
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