+96.0%
MA vs FIVN
-81.9%
+178.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | +0.1% |
| 7D | -0.3% | -19.3% | +18.9% | +2.4% |
| 30D | +11.3% | -20.7% | +32.0% | +14.4% |
| 3M | +16.7% | -15.1% | +31.7% | +18.1% |
| 6M | +32.8% | +30.6% | +2.1% | +24.9% |
| YTD | +15.6% | +44.0% | -28.4% | +5.6% |
| 1Y | +19.6% | +45.5% | -25.9% | +8.8% |
| 3Y | +72.1% | -52.8% | +124.9% | +80.7% |
| 5Y | +96.0% | -82.6% | +178.7% | +148.8% |
| All | +96.0% | -81.9% | +178.0% | +148.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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