+513.2%
MA vs FISV
-4.3%
+517.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.3% | +3.8% | +1.5% |
| 7D | -3.5% | -6.4% | +2.9% | -0.5% |
| 30D | +0.8% | -6.8% | +7.6% | +3.9% |
| 3M | +14.8% | -10.0% | +24.7% | +19.4% |
| 6M | +10.0% | -20.6% | +30.6% | +20.9% |
| YTD | -0.1% | -27.6% | +27.5% | +14.2% |
| 1Y | -2.2% | -64.3% | +62.1% | +47.3% |
| 3Y | +39.3% | -60.0% | +99.3% | +71.9% |
| 5Y | +66.3% | -57.7% | +124.0% | +91.9% |
| 10Y | +513.2% | -3.0% | +516.2% | +303.1% |
| All | +513.2% | -4.3% | +517.5% | +303.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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