+5,256.1%
MS vs FISV
+4,660.1%
+596.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.8% | -0.7% |
| 7D | -1.6% | +25.7% | -27.3% | -13.0% |
| 30D | -3.8% | +38.8% | -42.6% | -19.5% |
| 3M | -14.6% | +16.2% | -30.8% | -22.3% |
| 6M | -5.1% | +12.1% | -17.1% | -13.9% |
| YTD | +4.5% | -6.4% | +10.9% | +2.8% |
| 1Y | +13.5% | +2.0% | +11.5% | +6.5% |
| 3Y | +160.4% | -47.4% | +207.8% | +196.6% |
| 5Y | +112.9% | -37.3% | +150.2% | +115.6% |
| 10Y | +633.4% | +28.4% | +605.0% | +386.8% |
| All | +5,256.1% | +4,660.1% | +596.0% | +978.4% |
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