+76.3%
MSFU vs FIVN
-62.3%
+138.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.4% | -1.7% | -3.4% |
| 7D | -5.7% | -2.3% | -3.4% | -5.0% |
| 30D | +4.2% | +12.4% | -8.2% | -0.3% |
| 3M | +27.9% | +36.0% | -8.1% | +15.2% |
| 6M | +37.1% | +86.0% | -48.9% | +11.5% |
| YTD | -7.4% | +65.9% | -73.3% | -22.7% |
| 1Y | -19.6% | +26.5% | -46.1% | -28.3% |
| 3Y | +33.2% | -54.2% | +87.4% | +44.7% |
| All | +76.3% | -62.3% | +138.6% | +114.2% |
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