-32.2%
MOS vs FIVN
+318.5%
-350.7%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.4% | +3.8% | +1.6% |
| 7D | +9.5% | -2.3% | +11.8% | +9.7% |
| 30D | +10.4% | +12.4% | -2.0% | +9.1% |
| 3M | +12.9% | +36.0% | -23.1% | +9.6% |
| 6M | +1.2% | +86.0% | -84.7% | -4.9% |
| YTD | +9.3% | +65.9% | -56.6% | +3.3% |
| 1Y | -18.0% | +26.5% | -44.5% | -20.8% |
| 3Y | -29.0% | -54.2% | +25.2% | -27.2% |
| 5Y | -9.6% | -80.5% | +70.9% | -4.4% |
| 10Y | +6.1% | +109.6% | -103.6% | -9.3% |
| All | -32.2% | +318.5% | -350.7% | -42.8% |
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