+444.4%
MTZ vs FIS
-52.2%
+496.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.7% | -2.1% | +2.0% |
| 7D | +12.9% | +1.5% | +11.4% | +12.1% |
| 30D | -8.5% | -11.8% | +3.3% | -4.4% |
| 3M | -30.6% | -28.5% | -2.1% | -21.8% |
| 6M | -55.1% | -27.0% | -28.1% | -50.7% |
| YTD | -13.0% | -53.1% | +40.1% | +14.6% |
| 1Y | -4.3% | -52.8% | +48.5% | +25.6% |
| 3Y | +284.0% | -37.5% | +321.5% | +325.1% |
| 5Y | +97.7% | -71.1% | +168.7% | +209.7% |
| 10Y | +444.4% | -52.0% | +496.4% | +624.6% |
| All | +444.4% | -52.2% | +496.6% | +624.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling