+2,418.8%
MSFT vs FIS
+229.2%
+2,189.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.3% | -0.2% |
| 7D | +1.7% | -25.5% | +27.1% | +10.6% |
| 30D | +0.2% | -15.1% | +15.2% | +3.4% |
| 3M | +6.4% | -32.1% | +38.5% | +19.2% |
| 6M | +28.7% | -36.1% | +64.8% | +46.7% |
| YTD | +10.4% | -55.4% | +65.8% | +43.7% |
| 1Y | +7.6% | -53.9% | +61.5% | +38.1% |
| 3Y | +52.3% | -39.8% | +92.1% | +70.4% |
| 5Y | +64.5% | -71.1% | +135.6% | +134.9% |
| 10Y | +917.8% | -53.8% | +971.6% | +1,111.8% |
| All | +2,418.8% | +229.2% | +2,189.6% | +1,390.9% |
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