+930.9%
MKSI vs FIVN
+285.7%
+645.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.4% | +0.7% | +1.7% |
| 7D | +2.7% | -7.8% | +10.5% | +4.7% |
| 30D | -12.8% | -1.7% | -11.1% | -12.8% |
| 3M | -22.5% | +47.2% | -69.7% | -31.7% |
| 6M | +19.4% | +82.7% | -63.3% | -4.0% |
| YTD | +67.7% | +52.9% | +14.8% | +39.8% |
| 1Y | +131.4% | +17.5% | +113.9% | +107.4% |
| 3Y | +197.3% | -55.8% | +253.1% | +235.0% |
| 5Y | +87.0% | -82.3% | +169.3% | +148.6% |
| 10Y | +522.1% | +116.5% | +405.6% | +400.1% |
| All | +930.9% | +285.7% | +645.3% | +677.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling