+1,068.7%
FISV vs MAR
+2,439.3%
-1,370.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.3% | -1.7% | -3.1% |
| 7D | -1.6% | -1.7% | +0.2% | -0.9% |
| 30D | -3.0% | -6.9% | +4.0% | -0.3% |
| 3M | -3.5% | -15.8% | +12.3% | +2.8% |
| 6M | -19.4% | +1.9% | -21.3% | -20.6% |
| YTD | -24.3% | +6.6% | -30.9% | -26.7% |
| 1Y | -62.4% | +23.7% | -86.1% | -65.7% |
| 3Y | -58.2% | +64.6% | -122.8% | -66.4% |
| 5Y | -56.5% | +156.4% | -212.9% | -71.3% |
| 10Y | -0.5% | +415.4% | -415.9% | -53.8% |
| All | +1,068.7% | +2,439.3% | -1,370.6% | +144.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling