+119.9%
MS vs FISV
-36.4%
+156.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.0% | +2.1% | +2.9% |
| 7D | +0.7% | +22.3% | -21.6% | -3.9% |
| 30D | -0.9% | +39.2% | -40.1% | -8.5% |
| 3M | -13.0% | +21.2% | -34.2% | -17.1% |
| 6M | -2.0% | +14.5% | -16.5% | -6.0% |
| YTD | +7.8% | -5.4% | +13.2% | +8.1% |
| 1Y | +17.9% | -0.3% | +18.1% | +16.4% |
| 3Y | +174.8% | -46.8% | +221.6% | +173.7% |
| 5Y | +119.9% | -36.2% | +156.1% | +93.6% |
| All | +119.9% | -36.4% | +156.2% | +93.6% |
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