+119.9%
MS vs FIS
-71.8%
+191.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.4% | +4.5% | +3.5% |
| 7D | +0.7% | -29.4% | +30.2% | +8.8% |
| 30D | -0.9% | -16.7% | +15.8% | +1.6% |
| 3M | -13.0% | -33.0% | +20.0% | -4.9% |
| 6M | -2.0% | -33.3% | +31.4% | +6.5% |
| YTD | +7.8% | -56.0% | +63.8% | +34.5% |
| 1Y | +17.9% | -54.6% | +72.4% | +45.3% |
| 3Y | +174.8% | -40.6% | +215.4% | +204.1% |
| 5Y | +119.9% | -71.9% | +191.8% | +204.1% |
| All | +119.9% | -71.8% | +191.6% | +204.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling