+11,131.7%
FISV vs MAS
+1,430.5%
+9,701.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | 0.0% |
| 7D | -0.3% | -0.8% | +0.4% | -0.1% |
| 30D | -2.1% | -5.6% | +3.5% | -0.5% |
| 3M | -5.7% | +4.4% | -10.2% | -7.5% |
| 6M | -15.3% | +7.2% | -22.5% | -18.1% |
| YTD | -21.1% | +16.1% | -37.2% | -25.7% |
| 1Y | -61.1% | +0.1% | -61.2% | -61.4% |
| 3Y | -56.8% | +28.3% | -85.1% | -60.9% |
| 5Y | -54.2% | +30.5% | -84.6% | -59.2% |
| 10Y | +1.6% | +139.1% | -137.5% | -25.2% |
| All | +11,131.7% | +1,430.5% | +9,701.2% | +4,787.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling