+166.3%
MTZ vs FIS
-66.7%
+233.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.4% | +1.2% | -1.5% |
| 7D | +2.3% | -9.1% | +11.3% | +4.4% |
| 30D | -10.3% | -10.4% | +0.2% | -8.2% |
| 3M | -31.8% | -3.7% | -28.1% | -32.2% |
| 6M | -19.2% | -24.8% | +5.6% | -14.2% |
| YTD | +10.7% | -41.6% | +52.3% | +27.2% |
| 1Y | +37.5% | -42.7% | +80.3% | +58.5% |
| 3Y | +162.4% | -26.2% | +188.6% | +172.6% |
| 5Y | +166.3% | -66.1% | +232.5% | +259.3% |
| All | +166.3% | -66.7% | +233.1% | +259.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling