-37.4%
FISV vs MAS
+39.9%
-77.2%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.6% |
| 7D | +1.4% | +3.0% | -1.6% | +0.3% |
| 30D | +38.4% | +22.4% | +16.0% | +28.7% |
| 3M | +14.9% | +14.5% | +0.4% | +9.3% |
| 6M | +21.8% | +27.1% | -5.3% | +10.2% |
| YTD | -5.0% | +35.8% | -40.8% | -17.5% |
| 1Y | -1.2% | +39.4% | -40.6% | -15.1% |
| 3Y | -47.5% | +60.3% | -107.8% | -58.1% |
| All | -37.4% | +39.9% | -77.2% | -47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling