+423.9%
FISV vs MKTX
+1,443.5%
-1,019.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -7.2% | -0.2% | -7.1% | -7.2% |
| 30D | -7.2% | +0.8% | -8.0% | -7.3% |
| 3M | -8.2% | +41.1% | -49.3% | -15.5% |
| 6M | -17.7% | -9.5% | -8.1% | -16.8% |
| YTD | -27.2% | -8.7% | -18.5% | -26.6% |
| 1Y | -63.0% | -10.0% | -53.0% | -62.5% |
| 3Y | -59.8% | -24.6% | -35.1% | -58.8% |
| 5Y | -55.8% | -60.3% | +4.5% | -49.2% |
| 10Y | -2.4% | +5.0% | -7.4% | -10.7% |
| All | +423.9% | +1,443.5% | -1,019.6% | +147.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling