-59.8%
FISV vs MAR
+63.6%
-123.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.9% |
| 7D | -7.2% | -2.1% | -5.1% | -6.4% |
| 30D | -7.2% | -5.7% | -1.5% | -5.2% |
| 3M | -8.2% | -14.6% | +6.5% | -2.6% |
| 6M | -17.7% | +1.3% | -19.0% | -19.2% |
| YTD | -27.2% | +6.7% | -33.9% | -29.9% |
| 1Y | -63.0% | +26.4% | -89.4% | -66.7% |
| All | -59.8% | +63.6% | -123.4% | -67.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling