+40.1%
MA vs FISV
-58.7%
+98.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.0% | +2.6% | -0.7% |
| 7D | -1.8% | -1.6% | -0.2% | -1.5% |
| 30D | +1.4% | -3.0% | +4.4% | +1.9% |
| 3M | +17.7% | -3.5% | +21.3% | +18.1% |
| 6M | +9.7% | -19.4% | +29.1% | +13.4% |
| YTD | +0.5% | -24.3% | +24.8% | +4.8% |
| 1Y | -2.1% | -62.4% | +60.3% | +12.0% |
| 3Y | +40.1% | -58.2% | +98.3% | +41.4% |
| All | +40.1% | -58.7% | +98.8% | +41.4% |
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 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