+176.8%
MS vs FISV
-47.4%
+224.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.9% | +0.3% |
| 7D | +5.1% | +1.4% | +3.6% | +4.9% |
| 30D | +5.7% | +38.4% | -32.8% | +1.2% |
| 3M | -12.2% | +14.9% | -27.1% | -13.8% |
| 6M | -0.5% | +21.8% | -22.3% | -3.6% |
| YTD | +9.8% | -5.0% | +14.9% | +10.2% |
| 1Y | +17.7% | -1.2% | +18.9% | +17.4% |
| 3Y | +176.8% | -47.5% | +224.4% | +180.0% |
| All | +176.8% | -47.4% | +224.3% | +180.0% |
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