+161.8%
MS vs FIS
-38.4%
+200.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.2% | -4.7% | -5.7% |
| 7D | -3.4% | -21.2% | +17.8% | -0.8% |
| 30D | -3.9% | -12.1% | +8.1% | -4.2% |
| 3M | -15.9% | -30.6% | +14.7% | -11.1% |
| 6M | -2.5% | -35.5% | +33.0% | +4.8% |
| YTD | +5.1% | -54.4% | +59.5% | +27.6% |
| 1Y | +13.0% | -52.9% | +65.8% | +35.4% |
| All | +161.8% | -38.4% | +200.3% | +159.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling