+215.9%
MAS vs FIVN
+102.4%
+113.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -17.6% | +15.7% | +0.7% |
| 7D | +2.0% | -22.6% | +24.6% | +5.7% |
| 30D | +19.4% | -16.8% | +36.1% | +22.1% |
| 3M | +9.4% | -0.9% | +10.3% | +8.1% |
| 6M | +15.3% | +28.4% | -13.1% | +8.6% |
| YTD | +31.3% | +40.2% | -8.9% | +19.7% |
| 1Y | +34.9% | +30.5% | +4.3% | +24.2% |
| 3Y | +58.6% | -56.2% | +114.8% | +69.1% |
| 5Y | +40.7% | -81.0% | +121.7% | +61.9% |
| All | +215.9% | +102.4% | +113.4% | +174.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling