-35.2%
MOD vs FIVN
+23.8%
-59.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -17.6% | +23.3% | +5.3% |
| 7D | -25.5% | -22.6% | -2.9% | -25.8% |
| 30D | -49.0% | -16.8% | -32.2% | -49.1% |
| 3M | -49.8% | -0.9% | -48.9% | -49.4% |
| 6M | -64.8% | +28.4% | -93.2% | -63.7% |
| YTD | -27.6% | +40.2% | -67.9% | -26.7% |
| 1Y | -35.2% | +30.5% | -65.7% | -33.5% |
| All | -35.2% | +23.8% | -59.0% | -33.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling