-57.4%
FISV vs MAGS
+187.1%
-244.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | -7.2% | -1.8% | -5.4% | -6.8% |
| 30D | -7.2% | +1.1% | -8.3% | -7.4% |
| 3M | -8.2% | +7.7% | -15.9% | -10.1% |
| 6M | -17.7% | +11.7% | -29.4% | -20.4% |
| YTD | -27.2% | +4.9% | -32.0% | -28.4% |
| 1Y | -63.0% | +14.3% | -77.3% | -64.5% |
| 3Y | -59.8% | +128.9% | -188.7% | -68.0% |
| All | -57.4% | +187.1% | -244.5% | -66.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling