-47.4%
FISV vs MAS
+58.1%
-105.6%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.8% |
| 7D | +25.7% | +2.0% | +23.8% | +24.9% |
| 30D | +38.8% | +19.4% | +19.4% | +31.5% |
| 3M | +16.2% | +9.4% | +6.8% | +12.8% |
| 6M | +12.1% | +15.3% | -3.3% | +6.2% |
| YTD | -6.4% | +31.3% | -37.7% | -16.4% |
| 1Y | +2.0% | +34.9% | -32.8% | -9.9% |
| 3Y | -47.4% | +58.6% | -106.0% | -52.1% |
| All | -47.4% | +58.1% | -105.6% | -52.1% |
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