+48.9%
MSFT vs FISV
-60.0%
+108.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.9% | 0.0% |
| 7D | -1.0% | -6.4% | +5.4% | -0.3% |
| 30D | -2.7% | -6.8% | +4.2% | -1.9% |
| 3M | +22.1% | -10.0% | +32.1% | +23.2% |
| 6M | +20.6% | -20.6% | +41.2% | +23.1% |
| YTD | +2.3% | -27.6% | +29.9% | +5.1% |
| 1Y | -0.5% | -64.3% | +63.8% | +6.3% |
| All | +48.9% | -60.0% | +108.9% | +46.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling