-37.4%
FISV vs MTSI
+206.4%
-243.8%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -5.6% | +9.3% | +4.0% |
| 7D | +1.4% | +10.0% | -8.6% | +0.9% |
| 30D | +38.4% | -20.3% | +58.8% | +39.7% |
| 3M | +14.9% | -24.4% | +39.3% | +16.0% |
| 6M | +21.8% | -39.2% | +61.0% | +24.6% |
| YTD | -5.0% | +35.5% | -40.5% | -14.7% |
| 1Y | -1.2% | +43.0% | -44.2% | -12.1% |
| 3Y | -47.5% | +196.3% | -243.8% | -62.9% |
| All | -37.4% | +206.4% | -243.8% | -59.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling