-60.0%
FISV vs MUB
+8.2%
-68.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -4.0% |
| 7D | -6.4% | -0.7% | -5.7% | -5.9% |
| 30D | -6.8% | -2.0% | -4.9% | -5.6% |
| 3M | -10.0% | -2.5% | -7.4% | -8.4% |
| 6M | -20.6% | -2.3% | -18.3% | -19.4% |
| YTD | -27.6% | -1.3% | -26.3% | -26.9% |
| 1Y | -64.3% | +1.1% | -65.5% | -64.3% |
| All | -60.0% | +8.2% | -68.2% | -62.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling