+2.0%
FISV vs MUB
+17.2%
-15.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.4% | +5.0% | +4.9% |
| 7D | -2.7% | -0.8% | -1.9% | -1.6% |
| 30D | 0.0% | -2.4% | +2.4% | +3.1% |
| 3M | -2.8% | -2.8% | +0.1% | +0.8% |
| 6M | -11.8% | -2.2% | -9.6% | -9.3% |
| YTD | -23.2% | -1.6% | -21.6% | -21.6% |
| 1Y | -62.0% | 0.0% | -62.0% | -61.9% |
| 3Y | -57.6% | +7.9% | -65.5% | -61.7% |
| 5Y | -53.4% | +1.2% | -54.6% | -54.0% |
| All | +2.0% | +17.2% | -15.2% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 10y: compounded portfolio wealth divided by compounded MUB 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…
10y analysis · Full analysis span regression · 6 months rolling