+652.6%
MS vs FIS
+374.5%
+278.1%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.9% |
| 7D | +1.4% | +1.1% | +0.3% | +0.6% |
| 30D | -0.3% | -2.2% | +2.0% | +0.8% |
| 3M | +0.3% | +2.1% | -1.8% | -3.1% |
| 6M | +31.3% | -14.7% | +46.0% | +40.6% |
| YTD | +24.7% | -35.7% | +60.4% | +60.0% |
| 1Y | +47.9% | -37.1% | +85.0% | +91.2% |
| 3Y | +178.3% | -20.0% | +198.3% | +193.7% |
| 5Y | +144.9% | -62.1% | +207.0% | +290.4% |
| 10Y | +804.5% | -37.4% | +841.9% | +846.0% |
| All | +652.6% | +374.5% | +278.1% | +92.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling