-55.1%
FISV vs MAGS
+190.0%
-245.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.0% | +4.4% | +5.1% |
| 7D | -2.7% | +0.6% | -3.3% | -2.8% |
| 30D | 0.0% | +3.2% | -3.2% | -0.7% |
| 3M | -2.8% | +7.7% | -10.5% | -4.8% |
| 6M | -11.8% | +12.5% | -24.3% | -14.9% |
| YTD | -23.2% | +6.0% | -29.2% | -24.7% |
| 1Y | -62.0% | +14.4% | -76.4% | -63.6% |
| 3Y | -57.6% | +127.5% | -185.1% | -66.3% |
| All | -55.1% | +190.0% | -245.1% | -65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 10y: compounded portfolio wealth divided by compounded MAGS 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…
10y analysis · Full analysis span regression · 6 months rolling