+913.4%
MSFT vs FIS
-55.0%
+968.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.1% | +6.5% | +2.5% |
| 7D | -2.4% | -3.5% | +1.1% | -1.4% |
| 30D | -3.8% | -19.4% | +15.7% | +0.7% |
| 3M | +6.4% | -31.6% | +38.0% | +18.5% |
| 6M | +28.8% | -32.5% | +61.3% | +43.6% |
| YTD | +8.8% | -56.0% | +64.8% | +43.5% |
| 1Y | +3.2% | -55.5% | +58.7% | +35.3% |
| 3Y | +44.8% | -41.3% | +86.1% | +60.7% |
| 5Y | +61.8% | -72.3% | +134.1% | +149.3% |
| All | +913.4% | -55.0% | +968.4% | +1,043.8% |
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