+2,272.1%
MSFT vs FIS
+374.5%
+1,897.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.7% |
| 7D | -2.7% | +1.1% | -3.8% | -3.1% |
| 30D | +2.7% | -2.2% | +4.9% | +3.5% |
| 3M | +17.0% | +2.1% | +14.8% | +15.5% |
| 6M | +23.8% | -14.7% | +38.5% | +30.4% |
| YTD | +4.0% | -35.7% | +39.7% | +21.6% |
| 1Y | -0.8% | -37.1% | +36.2% | +16.4% |
| 3Y | +55.6% | -20.0% | +75.6% | +61.2% |
| 5Y | +72.9% | -62.1% | +135.0% | +129.7% |
| 10Y | +875.8% | -37.4% | +913.2% | +966.9% |
| All | +2,272.1% | +374.5% | +1,897.5% | +1,161.9% |
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