-3.7%
FISV vs MAR
+62.0%
-65.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.0% | +4.2% | +5.6% |
| 7D | +29.6% | +7.7% | +21.9% | +26.6% |
| 30D | +34.5% | +19.4% | +15.1% | +26.9% |
| 3M | +11.2% | +23.3% | -12.1% | +3.5% |
| 6M | -1.2% | +22.8% | -24.1% | -8.9% |
| YTD | -7.6% | +37.8% | -45.4% | -19.4% |
| 1Y | -3.7% | +57.4% | -61.1% | -20.7% |
| All | -3.7% | +62.0% | -65.8% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 1y: compounded portfolio wealth divided by compounded MAR 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…
1y analysis · Full analysis span regression · 6 months rolling