+133,470.8%
MSFT vs FISV
+11,002.6%
+122,468.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.6% | -2.2% |
| 7D | -2.7% | -0.3% | -2.4% | -2.6% |
| 30D | +2.7% | -2.1% | +4.8% | +3.3% |
| 3M | +17.0% | -5.7% | +22.7% | +18.4% |
| 6M | +23.8% | -15.3% | +39.2% | +29.6% |
| YTD | +4.0% | -21.1% | +25.1% | +11.2% |
| 1Y | -0.8% | -61.1% | +60.3% | +26.8% |
| 3Y | +55.6% | -56.8% | +112.4% | +83.9% |
| 5Y | +72.9% | -54.2% | +127.1% | +97.3% |
| 10Y | +875.8% | +1.6% | +874.2% | +744.0% |
| All | +133,470.8% | +11,002.6% | +122,468.2% | +40,895.4% |
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