-0.5%
FISV vs MTSI
+529.6%
-530.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.2% | -6.2% | -4.3% |
| 7D | -1.6% | +4.9% | -6.4% | -2.2% |
| 30D | -3.0% | -11.6% | +8.6% | -1.6% |
| 3M | -3.5% | -24.1% | +20.5% | -1.0% |
| 6M | -19.4% | +32.4% | -51.8% | -25.2% |
| YTD | -24.3% | +60.4% | -84.7% | -32.5% |
| 1Y | -62.4% | +111.0% | -173.4% | -68.4% |
| 3Y | -58.2% | +246.1% | -304.3% | -69.0% |
| 5Y | -56.5% | +340.3% | -396.8% | -69.8% |
| 10Y | -0.5% | +539.5% | -540.1% | -43.9% |
| All | -0.5% | +529.6% | -530.1% | -43.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling