+94.5%
MO vs FIVN
-55.8%
+150.3%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.3% |
| 7D | -1.0% | -11.3% | +10.3% | -1.1% |
| 30D | +5.8% | -7.3% | +13.1% | +5.7% |
| 3M | -4.5% | +41.7% | -46.2% | -4.0% |
| 6M | +5.7% | +78.3% | -72.5% | +7.0% |
| YTD | +23.1% | +50.9% | -27.8% | +24.2% |
| 1Y | +10.9% | +19.7% | -8.7% | +11.6% |
| All | +94.5% | -55.8% | +150.3% | +97.0% |
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