+1,547.2%
MTZ vs FIS
+374.5%
+1,172.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.5% |
| 7D | -1.6% | +1.1% | -2.7% | -2.1% |
| 30D | -11.1% | -2.2% | -8.9% | -10.5% |
| 3M | -36.7% | +2.1% | -38.8% | -38.5% |
| 6M | -21.9% | -14.7% | -7.3% | -19.0% |
| YTD | +9.1% | -35.7% | +44.8% | +27.8% |
| 1Y | +30.0% | -37.1% | +67.0% | +52.7% |
| 3Y | +138.5% | -20.0% | +158.5% | +145.7% |
| 5Y | +158.3% | -62.1% | +220.5% | +255.5% |
| 10Y | +700.8% | -37.4% | +738.2% | +765.3% |
| All | +1,547.2% | +374.5% | +1,172.6% | +829.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling