-1.2%
FISV vs MSI
+37.5%
-38.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.6% | +3.7% |
| 7D | +1.4% | +3.2% | -1.8% | +0.7% |
| 30D | +38.4% | +17.6% | +20.8% | +34.0% |
| 3M | +14.9% | +14.5% | +0.4% | +11.7% |
| 6M | +21.8% | +34.3% | -12.5% | +15.8% |
| YTD | -5.0% | +39.7% | -44.8% | -10.3% |
| 1Y | -1.2% | +40.2% | -41.3% | -4.5% |
| All | -1.2% | +37.5% | -38.7% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 1y: compounded portfolio wealth divided by compounded MSI 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…
1y analysis · Full analysis span regression · 6 months rolling