+148.1%
MTZ vs FIS
-19.7%
+167.7%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.2% |
| 7D | -1.6% | +1.1% | -2.7% | -1.7% |
| 30D | -11.1% | -2.2% | -8.9% | -10.9% |
| 3M | -36.7% | +2.1% | -38.8% | -37.2% |
| 6M | -21.9% | -14.7% | -7.3% | -19.4% |
| YTD | +9.1% | -35.7% | +44.8% | +24.2% |
| 1Y | +30.0% | -37.1% | +67.0% | +48.7% |
| All | +148.1% | -19.7% | +167.7% | +118.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling