+110.9%
MO vs FIVN
+118.5%
-7.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | +0.3% |
| 7D | +0.1% | -7.8% | +8.0% | +0.2% |
| 30D | +7.1% | -1.7% | +8.9% | +7.2% |
| 3M | -2.0% | +47.2% | -49.1% | -2.3% |
| 6M | +7.3% | +82.7% | -75.4% | +6.7% |
| YTD | +23.5% | +52.9% | -29.5% | +22.9% |
| 1Y | +11.0% | +17.5% | -6.5% | +10.8% |
| 3Y | +95.0% | -55.8% | +150.8% | +97.3% |
| 5Y | +100.6% | -82.3% | +183.0% | +105.8% |
| All | +110.9% | +118.5% | -7.7% | +96.2% |
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