+882.4%
MA vs FIVN
+263.1%
+619.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | +0.1% |
| 7D | -0.3% | -19.3% | +18.9% | +2.5% |
| 30D | +11.3% | -20.7% | +32.0% | +14.6% |
| 3M | +16.7% | -15.1% | +31.7% | +18.3% |
| 6M | +32.8% | +30.6% | +2.1% | +24.7% |
| YTD | +15.6% | +44.0% | -28.4% | +5.3% |
| 1Y | +19.6% | +45.5% | -25.9% | +8.6% |
| 3Y | +72.1% | -52.8% | +124.9% | +79.7% |
| 5Y | +96.0% | -82.6% | +178.7% | +131.0% |
| 10Y | +554.8% | +109.4% | +445.4% | +430.1% |
| All | +882.4% | +263.1% | +619.3% | +660.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling