+217.0%
MAS vs FIVN
+104.7%
+112.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.0% | 0.0% |
| 7D | -1.8% | -22.8% | +21.0% | +1.8% |
| 30D | +23.6% | -21.3% | +44.9% | +27.5% |
| 3M | +12.4% | -14.0% | +26.4% | +13.9% |
| 6M | +21.9% | +31.1% | -9.2% | +14.3% |
| YTD | +36.1% | +40.0% | -3.9% | +24.1% |
| 1Y | +39.5% | +38.1% | +1.4% | +27.3% |
| 3Y | +59.1% | -55.7% | +114.8% | +69.4% |
| 5Y | +44.4% | -82.5% | +126.9% | +68.5% |
| 10Y | +217.0% | +92.4% | +124.6% | +171.7% |
| All | +217.0% | +104.7% | +112.2% | +171.7% |
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