-53.1%
FISV vs MKTX
-60.5%
+7.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.1% | +5.5% | +5.4% |
| 7D | -2.7% | -0.2% | -2.4% | -2.6% |
| 30D | 0.0% | +0.7% | -0.7% | -0.1% |
| 3M | -2.8% | +40.8% | -43.6% | -8.9% |
| 6M | -11.8% | -8.0% | -3.8% | -10.9% |
| YTD | -23.2% | -8.7% | -14.5% | -22.4% |
| 1Y | -62.0% | -11.8% | -50.2% | -61.4% |
| 3Y | -57.6% | -24.0% | -33.6% | -57.0% |
| All | -53.1% | -60.5% | +7.3% | -49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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