+556.2%
MS vs FIS
-52.2%
+608.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.7% | -5.1% | -1.2% |
| 7D | -1.7% | +1.5% | -3.2% | -2.4% |
| 30D | +0.9% | -11.8% | +12.7% | +3.0% |
| 3M | -10.8% | -28.5% | +17.7% | -0.1% |
| 6M | +0.9% | -27.0% | +27.9% | +10.4% |
| YTD | +9.8% | -53.1% | +62.9% | +48.3% |
| 1Y | +17.1% | -52.8% | +69.8% | +57.4% |
| 3Y | +175.7% | -37.5% | +213.2% | +209.1% |
| 5Y | +125.9% | -71.1% | +196.9% | +272.7% |
| 10Y | +556.2% | -52.0% | +608.2% | +797.7% |
| All | +556.2% | -52.2% | +608.4% | +797.7% |
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