+205.3%
FISV vs MTSI
+1,308.1%
-1,102.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.0% | 0.0% |
| 7D | -0.3% | +1.4% | -1.7% | -0.5% |
| 30D | -2.1% | +2.1% | -4.1% | -2.8% |
| 3M | -5.7% | -29.7% | +24.0% | -2.4% |
| 6M | -15.3% | +12.5% | -27.9% | -19.2% |
| YTD | -21.1% | +57.0% | -78.1% | -28.9% |
| 1Y | -61.1% | +103.9% | -165.0% | -66.7% |
| 3Y | -56.8% | +223.6% | -280.4% | -66.9% |
| 5Y | -54.2% | +321.6% | -375.7% | -67.0% |
| 10Y | +1.6% | +517.7% | -516.1% | -38.3% |
| All | +205.3% | +1,308.1% | -1,102.8% | +66.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling