-1.8%
MA vs FISV
-64.0%
+62.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | -3.5% | -7.2% | +3.7% | -2.4% |
| 30D | +0.7% | -7.2% | +7.9% | +1.8% |
| 3M | +15.8% | -8.2% | +24.0% | +16.9% |
| 6M | +10.2% | -17.7% | +27.9% | +12.6% |
| YTD | -0.5% | -27.2% | +26.7% | +2.7% |
| 1Y | -1.8% | -63.0% | +61.2% | +5.4% |
| All | -1.8% | -64.0% | +62.2% | +5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling