+1,082.7%
MOD vs FIVN
-82.9%
+1,165.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -3.1% | +30.9% | +28.4% |
| 7D | +40.4% | -2.8% | +43.3% | +41.0% |
| 30D | -14.0% | -17.4% | +3.4% | -11.8% |
| 3M | -33.3% | -19.2% | -14.2% | -31.6% |
| 6M | -51.4% | +29.4% | -80.8% | -55.4% |
| YTD | +1.6% | +36.3% | -34.6% | -10.1% |
| 1Y | +5.4% | +33.5% | -28.1% | -6.4% |
| 3Y | +191.0% | -56.8% | +247.8% | +218.6% |
| All | +1,082.7% | -82.9% | +1,165.7% | +1,271.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling