+1,661.0%
MSCI vs FIVN
+253.1%
+1,407.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.4% | +0.5% |
| 7D | -1.9% | -22.8% | +20.9% | +3.0% |
| 30D | +16.5% | -21.3% | +37.8% | +21.5% |
| 3M | +18.2% | -14.0% | +32.2% | +20.4% |
| 6M | +14.0% | +31.1% | -17.1% | +4.9% |
| YTD | +16.6% | +40.0% | -23.4% | +3.5% |
| 1Y | +14.8% | +38.1% | -23.2% | +2.0% |
| 3Y | +33.3% | -55.7% | +88.9% | +44.5% |
| 5Y | +9.1% | -82.5% | +91.6% | +38.1% |
| 10Y | +820.4% | +92.4% | +728.0% | +720.5% |
| All | +1,661.0% | +253.1% | +1,407.9% | +1,353.1% |
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