+13.5%
MS vs FIS
-54.2%
+67.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.6% |
| 7D | -1.6% | -25.5% | +23.9% | -2.1% |
| 30D | -3.8% | -15.1% | +11.3% | -5.2% |
| 3M | -14.6% | -32.1% | +17.5% | -14.3% |
| 6M | -5.1% | -36.1% | +31.0% | -3.7% |
| YTD | +4.5% | -55.4% | +59.9% | +17.6% |
| 1Y | +13.5% | -53.9% | +67.4% | +27.1% |
| All | +13.5% | -54.2% | +67.7% | +27.1% |
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