+677.4%
MSTR vs FIVN
+105.2%
+572.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.8% | 0.0% | -1.7% |
| 7D | +7.7% | -9.6% | +17.3% | +12.0% |
| 30D | +36.3% | -11.9% | +48.3% | +43.1% |
| 3M | +13.4% | +40.1% | -26.7% | -2.0% |
| 6M | -4.5% | +68.3% | -72.8% | -25.1% |
| YTD | -12.7% | +51.5% | -64.1% | -29.3% |
| 1Y | -59.6% | +15.1% | -74.7% | -63.7% |
| 3Y | +272.5% | -55.6% | +328.0% | +350.7% |
| 5Y | +107.1% | -82.4% | +189.6% | +228.4% |
| 10Y | +677.4% | +114.5% | +562.9% | +672.7% |
| All | +677.4% | +105.2% | +572.2% | +672.7% |
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