+6,288.2%
MS vs FISV
+3,912.1%
+2,376.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | 0.0% |
| 7D | +1.4% | -0.3% | +1.7% | +1.5% |
| 30D | -0.3% | -2.1% | +1.8% | +0.4% |
| 3M | +0.3% | -5.7% | +6.0% | +1.3% |
| 6M | +31.3% | -15.3% | +46.7% | +38.8% |
| YTD | +24.7% | -21.1% | +45.8% | +35.8% |
| 1Y | +47.9% | -61.1% | +109.0% | +111.4% |
| 3Y | +178.3% | -56.8% | +235.2% | +256.2% |
| 5Y | +144.9% | -54.2% | +199.1% | +195.9% |
| 10Y | +804.5% | +1.6% | +802.9% | +587.5% |
| All | +6,288.2% | +3,912.1% | +2,376.1% | +1,323.5% |
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