+268.1%
FISV vs MTSI
+1,208.2%
-940.1%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +10.3% | -9.4% | -0.4% |
| 7D | +3.0% | +7.2% | -4.2% | +1.6% |
| 30D | +38.8% | -18.4% | +57.2% | +41.0% |
| 3M | +21.2% | -16.7% | +37.9% | +22.0% |
| 6M | +17.5% | -31.7% | +49.2% | +19.7% |
| YTD | -4.9% | +45.9% | -50.7% | -14.8% |
| 1Y | -0.6% | +47.0% | -47.6% | -11.2% |
| 3Y | -47.4% | +224.1% | -271.5% | -60.3% |
| 5Y | -36.0% | +238.5% | -274.6% | -53.0% |
| 10Y | +27.1% | +512.7% | -485.6% | -23.8% |
| All | +268.1% | +1,208.2% | -940.1% | +99.0% |
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