+920.4%
MSFT vs FIS
-54.6%
+975.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.4% | +4.1% | +3.2% |
| 7D | +7.5% | -29.4% | +36.9% | +19.4% |
| 30D | +1.9% | -16.7% | +18.6% | +5.5% |
| 3M | +9.2% | -33.0% | +42.2% | +23.1% |
| 6M | +31.9% | -33.3% | +65.2% | +48.1% |
| YTD | +13.4% | -56.0% | +69.4% | +50.0% |
| 1Y | +10.6% | -54.6% | +65.2% | +44.2% |
| 3Y | +54.7% | -40.6% | +95.3% | +71.2% |
| 5Y | +69.1% | -71.9% | +141.0% | +159.0% |
| 10Y | +920.4% | -55.3% | +975.7% | +1,059.3% |
| All | +920.4% | -54.6% | +975.0% | +1,059.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling