-49.8%
FISV vs MP
+459.3%
-509.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.5% | -5.6% | -4.1% |
| 7D | -1.6% | +3.0% | -4.6% | -1.7% |
| 30D | -3.0% | +8.3% | -11.3% | -3.3% |
| 3M | -3.5% | -3.8% | +0.3% | -3.6% |
| 6M | -19.4% | -4.9% | -14.5% | -19.6% |
| YTD | -24.3% | +9.6% | -33.9% | -25.2% |
| 1Y | -62.4% | -11.7% | -50.7% | -62.7% |
| 3Y | -58.2% | +158.5% | -216.7% | -62.4% |
| 5Y | -56.5% | +68.9% | -125.4% | -60.0% |
| All | -49.8% | +459.3% | -509.1% | -59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 10y: compounded portfolio wealth divided by compounded MP 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…
10y analysis · Full analysis span regression · 6 months rolling