-29.7%
MOD vs FIVN
+36.2%
-65.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.2% | +2.3% | +3.5% |
| 7D | +8.2% | -22.8% | +31.0% | +7.9% |
| 30D | -38.2% | -21.3% | -16.9% | -38.3% |
| 3M | -46.2% | -14.0% | -32.2% | -46.1% |
| 6M | -62.5% | +31.1% | -93.7% | -61.5% |
| YTD | -20.1% | +40.0% | -60.1% | -19.0% |
| 1Y | -29.7% | +38.1% | -67.8% | -28.0% |
| All | -29.7% | +36.2% | -65.9% | -28.0% |
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 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