-11.5%
MTZ vs FIS
-54.2%
+42.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -2.2% | +11.8% | +9.5% |
| 7D | -6.4% | -25.5% | +19.0% | -6.3% |
| 30D | -22.1% | -15.1% | -7.0% | -18.1% |
| 3M | -32.7% | -32.1% | -0.6% | -34.5% |
| 6M | -59.8% | -36.1% | -23.8% | -60.2% |
| YTD | -19.9% | -55.4% | +35.5% | -21.6% |
| 1Y | -11.5% | -53.9% | +42.4% | -13.0% |
| All | -11.5% | -54.2% | +42.7% | -13.0% |
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