-1.2%
MSCI vs FIVN
+13.9%
-15.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.3% | +0.9% |
| 7D | -1.1% | -9.6% | +8.5% | 0.0% |
| 30D | -1.2% | -11.9% | +10.8% | 0.0% |
| 3M | -8.4% | +40.1% | -48.5% | -11.9% |
| 6M | -1.0% | +68.3% | -69.4% | -7.4% |
| YTD | -2.3% | +51.5% | -53.7% | -7.7% |
| 1Y | -1.2% | +15.1% | -16.3% | -2.7% |
| All | -1.2% | +13.9% | -15.0% | -2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling