-37.9%
FISV vs MP
+257.7%
-295.6%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.9% | -4.7% | +0.1% |
| 7D | +25.7% | -10.5% | +36.2% | +26.2% |
| 30D | +38.8% | -23.5% | +62.3% | +40.0% |
| 3M | +16.2% | -25.4% | +41.6% | +17.3% |
| 6M | +12.1% | -51.3% | +63.3% | +14.9% |
| YTD | -6.4% | -29.9% | +23.5% | -6.1% |
| 1Y | +2.0% | -31.8% | +33.9% | +2.3% |
| 3Y | -47.4% | +127.0% | -174.4% | -53.2% |
| 5Y | -37.3% | -3.3% | -34.1% | -41.3% |
| All | -37.9% | +257.7% | -295.6% | -49.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling