+885.0%
MSFT vs FIS
-41.9%
+927.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +3.0% | +0.9% |
| 7D | -1.0% | -9.1% | +8.0% | +2.8% |
| 30D | -2.7% | -10.4% | +7.8% | +1.6% |
| 3M | +22.1% | -3.7% | +25.8% | +23.1% |
| 6M | +20.6% | -24.8% | +45.3% | +34.0% |
| YTD | +2.3% | -41.6% | +43.9% | +25.6% |
| 1Y | -0.5% | -42.7% | +42.2% | +22.6% |
| 3Y | +50.5% | -26.2% | +76.8% | +59.0% |
| 5Y | +72.3% | -66.1% | +138.5% | +158.2% |
| 10Y | +885.0% | -40.9% | +925.9% | +952.5% |
| All | +885.0% | -41.9% | +927.0% | +952.5% |
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