-72.1%
FISV vs MSTZ
-99.1%
+27.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.6% | -6.0% | +0.9% |
| 7D | -7.2% | +24.8% | -32.0% | -6.2% |
| 30D | -7.2% | -59.2% | +52.0% | -10.1% |
| 3M | -8.2% | -56.9% | +48.7% | -10.0% |
| 6M | -17.7% | -57.6% | +39.9% | -18.4% |
| YTD | -27.2% | -73.6% | +46.4% | -27.8% |
| 1Y | -63.0% | -15.6% | -47.4% | -60.0% |
| All | -72.1% | -99.1% | +27.0% | -71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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