-14.3%
MTZ vs FIS
-50.5%
+36.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | -23.7% | +8.3% | -15.4% |
| 7D | -7.4% | -18.4% | +11.0% | -5.4% |
| 30D | -23.6% | -11.4% | -12.2% | -19.5% |
| 3M | -38.3% | -32.0% | -6.3% | -40.6% |
| 6M | -60.6% | -35.6% | -25.0% | -61.0% |
| YTD | -22.9% | -53.8% | +30.9% | -23.6% |
| 1Y | -14.3% | -51.1% | +36.8% | -14.9% |
| All | -14.3% | -50.5% | +36.3% | -14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling