-39.7%
FISV vs MSFU
+88.0%
-127.7%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.6% |
| 7D | +1.4% | -2.8% | +4.2% | +1.8% |
| 30D | +38.4% | -5.3% | +43.8% | +39.2% |
| 3M | +14.9% | +7.2% | +7.7% | +12.9% |
| 6M | +21.8% | +51.0% | -29.2% | +11.8% |
| YTD | -5.0% | -1.2% | -3.8% | -7.7% |
| 1Y | -1.2% | -10.3% | +9.2% | -2.6% |
| 3Y | -47.5% | +22.2% | -69.8% | -53.2% |
| All | -39.7% | +88.0% | -127.7% | -53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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