+1,109.0%
MTZ vs FIS
+229.2%
+879.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -2.2% | +11.8% | +10.5% |
| 7D | -6.4% | -25.5% | +19.0% | +5.8% |
| 30D | -22.1% | -15.1% | -7.0% | -17.0% |
| 3M | -32.7% | -32.1% | -0.6% | -21.6% |
| 6M | -59.8% | -36.1% | -23.8% | -53.0% |
| YTD | -19.9% | -55.4% | +35.5% | +8.6% |
| 1Y | -11.5% | -53.9% | +42.4% | +18.1% |
| 3Y | +258.1% | -39.8% | +297.8% | +310.7% |
| 5Y | +85.5% | -71.1% | +156.6% | +182.6% |
| 10Y | +492.2% | -53.8% | +546.0% | +620.5% |
| All | +1,109.0% | +229.2% | +879.8% | +689.5% |
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