-57.7%
FISV vs MSI
+97.7%
-155.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.7% | -4.1% |
| 7D | -6.4% | -4.0% | -2.4% | -4.9% |
| 30D | -6.8% | -0.5% | -6.4% | -6.8% |
| 3M | -10.0% | +11.4% | -21.4% | -14.1% |
| 6M | -20.6% | +1.0% | -21.6% | -21.5% |
| YTD | -27.6% | +20.7% | -48.2% | -34.2% |
| 1Y | -64.3% | -2.7% | -61.6% | -64.1% |
| 3Y | -60.0% | +68.2% | -128.2% | -69.4% |
| 5Y | -57.7% | +100.0% | -157.7% | -71.9% |
| All | -57.7% | +97.7% | -155.4% | -71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling