-37.4%
FISV vs MOS
-33.6%
-3.7%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.6% |
| 7D | +1.4% | -2.0% | +3.4% | +1.7% |
| 30D | +38.4% | +15.3% | +23.1% | +35.7% |
| 3M | +14.9% | +1.5% | +13.4% | +14.3% |
| 6M | +21.8% | -2.0% | +23.8% | +21.2% |
| YTD | -5.0% | -6.5% | +1.5% | -6.0% |
| 1Y | -1.2% | -11.1% | +9.9% | -1.5% |
| 3Y | -47.5% | -30.3% | -17.3% | -46.8% |
| All | -37.4% | -33.6% | -3.7% | -39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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