+70.1%
MA vs FISV
-47.2%
+117.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | +1.8% | +8.4% | -6.6% | +0.3% |
| 30D | +11.8% | +38.8% | -26.9% | +5.0% |
| 3M | +17.2% | +21.3% | -4.1% | +12.6% |
| 6M | +33.4% | +14.1% | +19.3% | +29.2% |
| YTD | +16.1% | -5.7% | +21.9% | +15.8% |
| 1Y | +19.9% | -0.8% | +20.7% | +18.6% |
| 3Y | +70.1% | -47.9% | +118.0% | +67.1% |
| All | +70.1% | -47.2% | +117.3% | +67.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling