+72.3%
MSFT vs FISV
-58.4%
+130.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.9% | +0.4% |
| 7D | -1.0% | -6.4% | +5.4% | +0.3% |
| 30D | -2.7% | -6.8% | +4.2% | -1.3% |
| 3M | +22.1% | -10.0% | +32.1% | +24.1% |
| 6M | +20.6% | -20.6% | +41.2% | +25.5% |
| YTD | +2.3% | -27.6% | +29.9% | +8.2% |
| 1Y | -0.5% | -64.3% | +63.8% | +17.3% |
| 3Y | +50.5% | -60.0% | +110.5% | +52.2% |
| 5Y | +72.3% | -57.7% | +130.0% | +56.4% |
| All | +72.3% | -58.4% | +130.8% | +56.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling