+26.3%
FISV vs MTSI
+448.7%
-422.4%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +10.8% | -10.6% | -1.1% |
| 7D | +25.7% | -10.0% | +35.7% | +26.9% |
| 30D | +38.8% | -37.2% | +76.0% | +45.8% |
| 3M | +16.2% | -30.1% | +46.3% | +19.6% |
| 6M | +12.1% | -31.9% | +44.0% | +13.6% |
| YTD | -6.4% | +23.2% | -29.6% | -14.9% |
| 1Y | +2.0% | +26.4% | -24.4% | -7.9% |
| 3Y | -47.4% | +186.2% | -233.6% | -60.8% |
| 5Y | -37.3% | +187.0% | -224.4% | -54.3% |
| All | +26.3% | +448.7% | -422.4% | -27.7% |
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