+127.6%
MOD vs FIVN
-55.1%
+182.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -1.0% | -0.6% |
| 7D | +16.1% | -17.4% | +33.5% | +18.9% |
| 30D | -38.5% | -20.4% | -18.1% | -36.7% |
| 3M | -46.8% | -9.6% | -37.2% | -46.5% |
| 6M | -61.6% | +34.7% | -96.3% | -64.6% |
| YTD | -20.5% | +40.6% | -61.1% | -29.1% |
| 1Y | -28.0% | +34.3% | -62.3% | -35.0% |
| All | +127.6% | -55.1% | +182.7% | +143.1% |
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