+569.0%
MOD vs FIVN
+253.7%
+315.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -17.6% | +23.3% | +8.0% |
| 7D | -25.5% | -22.6% | -2.9% | -23.4% |
| 30D | -49.0% | -16.8% | -32.2% | -48.0% |
| 3M | -49.8% | -0.9% | -48.9% | -50.3% |
| 6M | -64.8% | +28.4% | -93.2% | -66.7% |
| YTD | -27.6% | +40.2% | -67.9% | -33.5% |
| 1Y | -35.2% | +30.5% | -65.7% | -39.9% |
| 3Y | +137.1% | -56.2% | +193.4% | +148.9% |
| 5Y | +760.3% | -81.0% | +841.3% | +855.1% |
| 10Y | +938.8% | +105.3% | +833.6% | +715.1% |
| All | +569.0% | +253.7% | +315.3% | +375.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling