-47.6%
FISV vs MAS
+61.2%
-108.8%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.4% | +4.6% | +2.2% |
| 7D | +29.4% | +4.6% | +24.9% | +27.6% |
| 30D | +38.0% | +19.9% | +18.1% | +30.5% |
| 3M | +15.9% | +8.9% | +7.1% | +12.7% |
| 6M | +9.5% | +20.2% | -10.6% | +2.4% |
| YTD | -6.6% | +33.9% | -40.5% | -17.1% |
| 1Y | -2.0% | +34.7% | -36.6% | -13.2% |
| All | -47.6% | +61.2% | -108.8% | -52.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling