+1,248.1%
MOD vs FIVN
+318.5%
+929.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.4% | +6.7% | +4.6% |
| 7D | +9.6% | -2.3% | +11.9% | +9.9% |
| 30D | 0.0% | +12.4% | -12.4% | -1.9% |
| 3M | -35.4% | +36.0% | -71.4% | -38.7% |
| 6M | -7.3% | +86.0% | -93.2% | -16.9% |
| YTD | +45.8% | +65.9% | -20.1% | +32.0% |
| 1Y | +43.1% | +26.5% | +16.6% | +34.5% |
| 3Y | +297.7% | -54.2% | +351.9% | +316.7% |
| 5Y | +1,478.8% | -80.5% | +1,559.2% | +1,645.4% |
| 10Y | +1,633.4% | +109.6% | +1,523.8% | +1,265.4% |
| All | +1,248.1% | +318.5% | +929.6% | +843.7% |
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