+1,530.3%
MOD vs FIVN
-80.6%
+1,610.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.4% | +6.7% | +4.7% |
| 7D | +9.6% | -2.3% | +11.9% | +10.0% |
| 30D | 0.0% | +12.4% | -12.4% | -2.7% |
| 3M | -35.4% | +36.0% | -71.4% | -40.0% |
| 6M | -7.3% | +86.0% | -93.2% | -21.0% |
| YTD | +45.8% | +65.9% | -20.1% | +26.1% |
| 1Y | +43.1% | +26.5% | +16.6% | +31.8% |
| 3Y | +297.7% | -54.2% | +351.9% | +335.0% |
| All | +1,530.3% | -80.6% | +1,610.9% | +1,820.9% |
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