-72.1%
FISV vs MSTU
-88.1%
+16.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.8% | +7.4% | +0.9% |
| 7D | -7.2% | -22.0% | +14.8% | -6.1% |
| 30D | -7.2% | +60.3% | -67.5% | -10.0% |
| 3M | -8.2% | -3.7% | -4.4% | -9.6% |
| 6M | -17.7% | -45.2% | +27.5% | -17.6% |
| YTD | -27.2% | -64.3% | +37.2% | -26.7% |
| 1Y | -63.0% | -94.0% | +31.0% | -59.1% |
| All | -72.1% | -88.1% | +16.0% | -70.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling