-39.2%
MOS vs FIVN
+249.1%
-288.3%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.9% | +4.8% | +1.3% |
| 7D | +24.8% | -22.4% | +47.2% | +27.0% |
| 30D | +22.7% | -23.8% | +46.4% | +24.9% |
| 3M | -1.2% | -19.5% | +18.3% | -0.1% |
| 6M | +5.5% | +25.6% | -20.0% | +2.4% |
| YTD | -2.0% | +38.4% | -40.4% | -6.5% |
| 1Y | -7.9% | +33.7% | -41.6% | -12.0% |
| 3Y | -25.0% | -56.2% | +31.2% | -23.0% |
| 5Y | -27.7% | -82.9% | +55.2% | -23.0% |
| 10Y | -1.6% | +103.6% | -105.1% | -15.7% |
| All | -39.2% | +249.1% | -288.3% | -48.3% |
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