+26.4%
FISV vs MAS
+230.1%
-203.8%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.5% | -3.5% | -0.8% |
| 7D | +22.3% | +3.3% | +19.0% | +20.6% |
| 30D | +39.2% | +25.5% | +13.8% | +26.8% |
| 3M | +21.2% | +11.8% | +9.4% | +15.6% |
| 6M | +14.5% | +21.3% | -6.8% | +4.4% |
| YTD | -5.4% | +37.7% | -43.2% | -19.5% |
| 1Y | -0.3% | +41.0% | -41.3% | -16.1% |
| 3Y | -46.8% | +63.0% | -109.8% | -58.8% |
| 5Y | -36.2% | +44.1% | -80.3% | -49.1% |
| 10Y | +26.4% | +224.3% | -197.9% | -30.7% |
| All | +26.4% | +230.1% | -203.8% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 10y: compounded portfolio wealth divided by compounded MAS 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…
10y analysis · Full analysis span regression · 6 months rolling