-72.2%
FISV vs MSTU
-87.2%
+15.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.4% | +1.1% | -4.1% |
| 7D | -6.4% | +12.9% | -19.3% | -7.2% |
| 30D | -6.8% | +68.3% | -75.2% | -9.9% |
| 3M | -10.0% | +0.4% | -10.3% | -11.5% |
| 6M | -20.6% | -41.5% | +20.9% | -20.8% |
| YTD | -27.6% | -61.7% | +34.1% | -27.4% |
| 1Y | -64.3% | -93.7% | +29.3% | -60.7% |
| All | -72.2% | -87.2% | +15.0% | -70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 3y: compounded portfolio wealth divided by compounded MSTU 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…
3y analysis · Full analysis span regression · 6 months rolling