+380.3%
MCO vs FIVN
+118.5%
+261.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.3% | +1.3% |
| 7D | -3.8% | -7.8% | +4.1% | -2.1% |
| 30D | -0.4% | -1.7% | +1.3% | -0.2% |
| 3M | +7.7% | +47.2% | -39.5% | -1.8% |
| 6M | +7.0% | +82.7% | -75.7% | -8.6% |
| YTD | -6.4% | +52.9% | -59.3% | -17.4% |
| 1Y | -7.6% | +17.5% | -25.1% | -14.2% |
| 3Y | +43.2% | -55.8% | +99.1% | +57.6% |
| 5Y | +29.6% | -82.3% | +111.9% | +65.7% |
| All | +380.3% | +118.5% | +261.7% | +283.1% |
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 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