+1,648.6%
MSCI vs FIVN
+249.1%
+1,399.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.9% | +5.5% | +2.4% |
| 7D | +2.7% | -22.4% | +25.1% | +7.7% |
| 30D | +16.2% | -23.8% | +40.0% | +22.1% |
| 3M | +17.1% | -19.5% | +36.6% | +20.9% |
| 6M | +13.0% | +25.6% | -12.6% | +5.0% |
| YTD | +15.8% | +38.4% | -22.6% | +3.0% |
| 1Y | +15.5% | +33.7% | -18.2% | +3.3% |
| 3Y | +32.3% | -56.2% | +88.5% | +43.8% |
| 5Y | +8.2% | -82.9% | +91.1% | +37.6% |
| 10Y | +800.7% | +103.6% | +697.1% | +700.2% |
| All | +1,648.6% | +249.1% | +1,399.5% | +1,346.2% |
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 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