+355.1%
FISV vs MUB
+76.3%
+278.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -0.3% | -0.9% | +0.5% | +0.2% |
| 30D | -2.1% | -1.4% | -0.6% | -1.2% |
| 3M | -5.7% | -2.2% | -3.6% | -4.5% |
| 6M | -15.3% | -1.9% | -13.5% | -14.3% |
| YTD | -21.1% | -0.8% | -20.3% | -20.7% |
| 1Y | -61.1% | +2.7% | -63.8% | -61.7% |
| 3Y | -56.8% | +8.6% | -65.4% | -59.0% |
| 5Y | -54.2% | +2.0% | -56.2% | -54.9% |
| 10Y | +1.6% | +17.9% | -16.3% | -4.7% |
| All | +355.1% | +76.3% | +278.8% | +263.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling