+872.1%
MSFT vs FIVN
+115.6%
+756.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | -3.5% | -11.3% | +7.8% | -0.8% |
| 30D | -2.1% | -7.3% | +5.2% | -0.6% |
| 3M | +24.2% | +41.7% | -17.5% | +13.3% |
| 6M | +21.9% | +78.3% | -56.4% | +3.9% |
| YTD | +2.5% | +50.9% | -48.4% | -9.9% |
| 1Y | -0.8% | +19.7% | -20.4% | -8.6% |
| 3Y | +50.8% | -55.7% | +106.5% | +66.4% |
| 5Y | +73.5% | -82.6% | +156.1% | +130.2% |
| All | +872.1% | +115.6% | +756.5% | +611.6% |
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