-47.5%
FISV vs MAS
+59.7%
-107.3%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.6% |
| 7D | +1.4% | +3.0% | -1.6% | +0.5% |
| 30D | +38.4% | +22.4% | +16.0% | +30.1% |
| 3M | +14.9% | +14.5% | +0.4% | +10.1% |
| 6M | +21.8% | +27.1% | -5.3% | +11.8% |
| YTD | -5.0% | +35.8% | -40.8% | -16.1% |
| 1Y | -1.2% | +39.4% | -40.6% | -13.6% |
| 3Y | -47.5% | +60.3% | -107.8% | -51.9% |
| All | -47.5% | +59.7% | -107.3% | -51.9% |
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