+607.1%
MS vs FIVN
+102.4%
+504.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -17.6% | +17.1% | +2.0% |
| 7D | -1.6% | -22.6% | +21.1% | +1.9% |
| 30D | -3.8% | -16.8% | +13.0% | -1.6% |
| 3M | -14.6% | -0.9% | -13.7% | -15.5% |
| 6M | -5.1% | +28.4% | -33.5% | -10.4% |
| YTD | +4.5% | +40.2% | -35.7% | -4.2% |
| 1Y | +13.5% | +30.5% | -17.0% | +5.1% |
| 3Y | +160.4% | -56.2% | +216.6% | +174.9% |
| 5Y | +112.9% | -81.0% | +193.9% | +140.7% |
| All | +607.1% | +102.4% | +504.7% | +483.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling