+66.3%
MA vs FISV
-58.4%
+124.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.3% | +3.8% | +0.8% |
| 7D | -3.5% | -6.4% | +2.9% | -1.5% |
| 30D | +0.8% | -6.8% | +7.6% | +2.8% |
| 3M | +14.8% | -10.0% | +24.7% | +17.9% |
| 6M | +10.0% | -20.6% | +30.6% | +17.1% |
| YTD | -0.1% | -27.6% | +27.5% | +9.1% |
| 1Y | -2.2% | -64.3% | +62.1% | +28.3% |
| 3Y | +39.3% | -60.0% | +99.3% | +48.8% |
| 5Y | +66.3% | -57.7% | +124.0% | +65.4% |
| All | +66.3% | -58.4% | +124.8% | +65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling