-72.2%
FISV vs MSTZ
-99.2%
+26.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +5.5% | -9.8% | -4.1% |
| 7D | -6.4% | -23.6% | +17.2% | -7.2% |
| 30D | -6.8% | -60.7% | +53.9% | -10.0% |
| 3M | -10.0% | -58.3% | +48.3% | -11.9% |
| 6M | -20.6% | -60.0% | +39.4% | -21.6% |
| YTD | -27.6% | -75.2% | +47.6% | -28.4% |
| 1Y | -64.3% | -19.9% | -44.4% | -61.6% |
| All | -72.2% | -99.2% | +26.9% | -72.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling