+166.5%
MS vs FISV
-47.5%
+213.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.8% | -0.6% |
| 7D | -1.6% | +25.7% | -27.3% | -4.4% |
| 30D | -3.8% | +38.8% | -42.6% | -7.9% |
| 3M | -14.6% | +16.2% | -30.8% | -16.4% |
| 6M | -5.1% | +12.1% | -17.1% | -6.9% |
| YTD | +4.5% | -6.4% | +10.9% | +5.1% |
| 1Y | +13.5% | +2.0% | +11.5% | +12.7% |
| All | +166.5% | -47.5% | +213.9% | +163.0% |
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