+915.1%
MSFT vs FISV
+26.5%
+888.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.5% | -1.1% |
| 7D | -1.3% | +1.4% | -2.7% | -1.8% |
| 30D | -1.8% | +38.4% | -40.3% | -13.0% |
| 3M | +5.6% | +14.9% | -9.3% | -0.1% |
| 6M | +29.8% | +21.8% | +8.0% | +19.2% |
| YTD | +9.0% | -5.0% | +14.1% | +8.9% |
| 1Y | +4.9% | -1.2% | +6.1% | +3.0% |
| 3Y | +46.2% | -47.5% | +93.7% | +51.5% |
| 5Y | +62.1% | -36.7% | +98.9% | +46.5% |
| All | +915.1% | +26.5% | +888.6% | +447.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling