-3.7%
FISV vs MTSI
+59.5%
-63.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.0% | +7.3% | +6.1% |
| 7D | +29.6% | -10.7% | +40.3% | +27.3% |
| 30D | +34.5% | -29.0% | +63.5% | +28.6% |
| 3M | +11.2% | -14.7% | +25.9% | +9.9% |
| 6M | -1.2% | -20.1% | +18.9% | -4.0% |
| YTD | -7.6% | +36.1% | -43.7% | -5.6% |
| 1Y | -3.7% | +61.7% | -65.5% | -0.9% |
| All | -3.7% | +59.5% | -63.2% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 1y: compounded portfolio wealth divided by compounded MTSI 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…
1y analysis · Full analysis span regression · 6 months rolling