+492.6%
MTZ vs FIS
-54.6%
+547.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.4% | +9.9% | +9.1% |
| 7D | -2.4% | -29.4% | +27.0% | +11.4% |
| 30D | -11.1% | -16.7% | +5.6% | -4.9% |
| 3M | -30.6% | -33.0% | +2.4% | -19.8% |
| 6M | -54.4% | -33.3% | -21.0% | -48.1% |
| YTD | -13.0% | -56.0% | +43.0% | +17.4% |
| 1Y | -5.7% | -54.6% | +48.9% | +25.3% |
| 3Y | +297.2% | -40.6% | +337.8% | +348.1% |
| 5Y | +95.9% | -71.9% | +167.8% | +207.6% |
| 10Y | +492.6% | -55.3% | +548.0% | +718.7% |
| All | +492.6% | -54.6% | +547.2% | +718.7% |
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