-63.6%
FISV vs MSTU
-92.2%
+28.6%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -5.0% | +8.7% | +3.9% |
| 7D | +1.4% | -25.8% | +27.2% | +2.8% |
| 30D | +38.4% | -43.9% | +82.3% | +41.4% |
| 3M | +14.9% | +2.9% | +12.0% | +12.4% |
| 6M | +21.8% | -75.5% | +97.3% | +26.9% |
| YTD | -5.0% | -76.7% | +71.7% | -3.7% |
| 1Y | -1.2% | -88.9% | +87.8% | +4.3% |
| All | -63.6% | -92.2% | +28.6% | -61.3% |
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