+794.2%
MS vs FISV
-1.0%
+795.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.4% | +1.0% |
| 7D | +2.5% | -1.6% | +4.0% | +3.1% |
| 30D | 0.0% | -3.0% | +2.9% | +0.9% |
| 3M | +2.4% | -3.5% | +6.0% | +2.3% |
| 6M | +36.4% | -19.4% | +55.8% | +46.0% |
| YTD | +23.8% | -24.3% | +48.1% | +35.5% |
| 1Y | +48.6% | -62.4% | +111.0% | +105.9% |
| 3Y | +179.1% | -58.2% | +237.3% | +233.2% |
| 5Y | +144.8% | -56.5% | +201.4% | +176.9% |
| 10Y | +794.2% | -0.5% | +794.7% | +563.9% |
| All | +794.2% | -1.0% | +795.2% | +563.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling