+33.8%
MAS vs FIVN
-53.5%
+87.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.4% | +4.2% | +2.1% |
| 7D | -0.8% | -2.3% | +1.5% | -0.5% |
| 30D | -5.6% | +12.4% | -18.0% | -7.5% |
| 3M | +4.4% | +36.0% | -31.6% | -0.8% |
| 6M | +7.2% | +86.0% | -78.8% | -4.4% |
| YTD | +16.1% | +65.9% | -49.8% | +5.2% |
| 1Y | +0.1% | +26.5% | -26.4% | -4.6% |
| All | +33.8% | -53.5% | +87.3% | +44.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling