+77.1%
MSI vs FIVN
-56.5%
+133.6%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.2% | +0.3% |
| 7D | +3.2% | -2.8% | +6.1% | +3.4% |
| 30D | +17.6% | -17.4% | +35.0% | +18.3% |
| 3M | +14.5% | -19.2% | +33.7% | +15.2% |
| 6M | +34.3% | +29.4% | +4.9% | +31.3% |
| YTD | +39.7% | +36.3% | +3.5% | +35.6% |
| 1Y | +40.2% | +33.5% | +6.7% | +36.1% |
| 3Y | +77.1% | -56.8% | +134.0% | +80.3% |
| All | +77.1% | -56.5% | +133.6% | +80.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling