+607.1%
MS vs FIS
-54.4%
+661.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.4% |
| 7D | -1.6% | -25.5% | +23.9% | +8.9% |
| 30D | -3.8% | -15.1% | +11.3% | -0.2% |
| 3M | -14.6% | -32.1% | +17.5% | -2.1% |
| 6M | -5.1% | -36.1% | +31.0% | +10.2% |
| YTD | +4.5% | -55.4% | +59.9% | +44.4% |
| 1Y | +13.5% | -53.9% | +67.4% | +54.0% |
| 3Y | +160.4% | -39.8% | +200.2% | +196.3% |
| 5Y | +112.9% | -71.1% | +184.0% | +246.4% |
| All | +607.1% | -54.4% | +661.5% | +887.0% |
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