+4.5%
MO vs FIVN
+71.4%
-66.9%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.3% | -0.3% |
| 7D | -2.4% | -9.6% | +7.2% | -2.1% |
| 30D | +3.6% | -11.9% | +15.5% | +3.9% |
| 3M | -3.7% | +40.1% | -43.8% | -4.6% |
| 6M | +4.5% | +68.3% | -63.8% | +3.8% |
| All | +4.5% | +71.4% | -66.9% | +3.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling