+15,819.0%
MA vs FISV
+480.9%
+15,338.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.7% | -2.4% | -0.8% |
| 7D | +1.3% | +1.4% | -0.1% | +0.4% |
| 30D | +9.6% | +38.4% | -28.8% | -10.2% |
| 3M | +16.8% | +14.9% | +1.9% | +6.1% |
| 6M | +35.2% | +21.8% | +13.4% | +16.8% |
| YTD | +16.6% | -5.0% | +21.6% | +15.1% |
| 1Y | +19.8% | -1.2% | +20.9% | +15.3% |
| 3Y | +70.7% | -47.5% | +118.2% | +93.3% |
| 5Y | +87.4% | -36.7% | +124.1% | +80.3% |
| 10Y | +570.0% | +26.9% | +543.2% | +271.5% |
| All | +15,819.0% | +480.9% | +15,338.2% | +2,806.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling