+2,430.9%
MSFT vs FIS
+224.4%
+2,206.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | +2.3% | -27.4% | +29.7% | +12.5% |
| 30D | -0.4% | -16.8% | +16.5% | +3.7% |
| 3M | +5.6% | -32.6% | +38.2% | +18.6% |
| 6M | +29.0% | -33.4% | +62.4% | +44.9% |
| YTD | +10.9% | -56.0% | +67.0% | +45.1% |
| 1Y | +6.2% | -55.1% | +61.3% | +37.7% |
| 3Y | +47.6% | -41.4% | +89.0% | +67.0% |
| 5Y | +67.9% | -72.7% | +140.6% | +145.2% |
| 10Y | +922.9% | -55.5% | +978.3% | +1,133.7% |
| All | +2,430.9% | +224.4% | +2,206.5% | +1,405.9% |
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