+140.2%
MAS vs FIVN
+107.2%
+33.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.4% | +4.2% | +2.2% |
| 7D | -0.8% | -2.3% | +1.5% | -0.4% |
| 30D | -5.6% | +12.4% | -18.0% | -7.7% |
| 3M | +4.4% | +36.0% | -31.6% | -1.4% |
| 6M | +7.2% | +86.0% | -78.8% | -5.5% |
| YTD | +16.1% | +65.9% | -49.8% | +3.8% |
| 1Y | +0.1% | +26.5% | -26.4% | -6.6% |
| 3Y | +28.3% | -54.2% | +82.5% | +37.1% |
| 5Y | +30.5% | -80.5% | +110.9% | +50.9% |
| All | +140.2% | +107.2% | +33.0% | +93.3% |
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