-57.6%
FISV vs MAGS
+128.4%
-186.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -0.8% |
| 3M | -2.8% | +7.7% | -10.5% | -4.9% |
| 6M | -11.8% | +12.5% | -24.3% | -15.1% |
| YTD | -23.2% | +6.0% | -29.2% | -24.8% |
| 1Y | -62.0% | +14.4% | -76.4% | -63.7% |
| 3Y | -57.6% | +127.5% | -185.1% | -67.8% |
| All | -57.6% | +128.4% | -186.0% | -67.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling