+872.1%
MSFT vs FISV
-2.2%
+874.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | -3.5% | -7.2% | +3.7% | -0.9% |
| 30D | -2.1% | -7.2% | +5.1% | +0.4% |
| 3M | +24.2% | -8.2% | +32.3% | +26.9% |
| 6M | +21.9% | -17.7% | +39.5% | +29.2% |
| YTD | +2.5% | -27.2% | +29.6% | +13.2% |
| 1Y | -0.8% | -63.0% | +62.2% | +32.2% |
| 3Y | +50.8% | -59.8% | +110.5% | +72.7% |
| 5Y | +73.5% | -55.8% | +129.3% | +81.9% |
| All | +872.1% | -2.2% | +874.2% | +489.3% |
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