+145.1%
MS vs FIVN
-80.6%
+225.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.7% |
| 7D | +1.4% | -2.3% | +3.7% | +1.7% |
| 30D | -0.3% | +12.4% | -12.7% | -2.6% |
| 3M | +0.3% | +36.0% | -35.7% | -5.7% |
| 6M | +31.3% | +86.0% | -54.6% | +14.9% |
| YTD | +24.7% | +65.9% | -41.3% | +10.9% |
| 1Y | +47.9% | +26.5% | +21.4% | +38.0% |
| 3Y | +178.3% | -54.2% | +232.6% | +196.9% |
| All | +145.1% | -80.6% | +225.6% | +184.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling