+16.2%
MS vs FIS
-54.6%
+70.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.4% | +0.2% |
| 7D | +0.8% | -27.4% | +28.2% | +0.2% |
| 30D | -0.7% | -16.8% | +16.1% | -2.2% |
| 3M | -12.4% | -32.6% | +20.3% | -12.2% |
| 6M | -1.7% | -33.4% | +31.7% | -1.4% |
| YTD | +8.0% | -56.0% | +64.1% | +21.1% |
| 1Y | +16.2% | -55.1% | +71.3% | +30.0% |
| All | +16.2% | -54.6% | +70.8% | +30.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling