+291.8%
MO vs FIVN
+282.0%
+9.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.3% | -0.4% |
| 7D | -2.4% | -9.6% | +7.2% | -2.3% |
| 30D | +3.6% | -11.9% | +15.5% | +3.7% |
| 3M | -3.7% | +40.1% | -43.8% | -4.2% |
| 6M | +4.5% | +68.3% | -63.8% | +3.7% |
| YTD | +21.5% | +51.5% | -30.0% | +20.7% |
| 1Y | +9.5% | +15.1% | -5.6% | +9.2% |
| 3Y | +93.6% | -55.6% | +149.1% | +95.8% |
| 5Y | +97.5% | -82.4% | +179.9% | +102.5% |
| 10Y | +111.2% | +114.5% | -3.3% | +99.0% |
| All | +291.8% | +282.0% | +9.8% | +260.4% |
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