-55.7%
FISV vs MAGS
+186.6%
-242.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.9% |
| 7D | -1.6% | +1.2% | -2.8% | -1.9% |
| 30D | -3.0% | -0.1% | -2.9% | -2.9% |
| 3M | -3.5% | +3.8% | -7.3% | -4.6% |
| 6M | -19.4% | +13.2% | -32.6% | -22.4% |
| YTD | -24.3% | +4.7% | -29.0% | -25.5% |
| 1Y | -62.4% | +14.4% | -76.8% | -63.9% |
| 3Y | -58.2% | +128.6% | -186.7% | -66.7% |
| All | -55.7% | +186.6% | -242.3% | -65.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling