+52.3%
MSFT vs FIS
-39.8%
+92.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.3% | -0.8% |
| 7D | +1.7% | -25.5% | +27.1% | +4.1% |
| 30D | +0.2% | -15.1% | +15.2% | -0.4% |
| 3M | +6.4% | -32.1% | +38.5% | +11.0% |
| 6M | +28.7% | -36.1% | +64.8% | +35.0% |
| YTD | +10.4% | -55.4% | +65.8% | +22.1% |
| 1Y | +7.6% | -53.9% | +61.5% | +18.4% |
| 3Y | +52.3% | -39.8% | +92.1% | +65.5% |
| All | +52.3% | -39.8% | +92.1% | +65.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling