-47.4%
FISV vs MTSI
+181.3%
-228.7%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +10.8% | -10.6% | +0.6% |
| 7D | +25.7% | -10.0% | +35.7% | +25.3% |
| 30D | +38.8% | -37.2% | +76.0% | +37.1% |
| 3M | +16.2% | -30.1% | +46.3% | +15.2% |
| 6M | +12.1% | -31.9% | +44.0% | +10.3% |
| YTD | -6.4% | +23.2% | -29.6% | -11.4% |
| 1Y | +2.0% | +26.4% | -24.4% | -3.8% |
| 3Y | -47.4% | +186.2% | -233.6% | -56.3% |
| All | -47.4% | +181.3% | -228.7% | -56.3% |
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