-47.5%
FISV vs MTSI
+203.6%
-251.1%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -5.6% | +9.3% | +3.5% |
| 7D | +1.4% | +10.0% | -8.6% | +1.8% |
| 30D | +38.4% | -20.3% | +58.8% | +37.6% |
| 3M | +14.9% | -24.4% | +39.3% | +14.3% |
| 6M | +21.8% | -39.2% | +61.0% | +21.4% |
| YTD | -5.0% | +35.5% | -40.5% | -9.8% |
| 1Y | -1.2% | +43.0% | -44.2% | -6.5% |
| 3Y | -47.5% | +196.3% | -243.8% | -55.0% |
| All | -47.5% | +203.6% | -251.1% | -55.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling