+495.5%
MSTR vs FIVN
+92.2%
+403.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.4% | -6.9% | -6.7% |
| 7D | -11.5% | -17.4% | +5.9% | -5.7% |
| 30D | -24.8% | -20.4% | -4.4% | -18.4% |
| 3M | +20.6% | -9.6% | +30.3% | +23.9% |
| 6M | -38.0% | +34.7% | -72.6% | -46.6% |
| YTD | -24.7% | +40.6% | -65.3% | -38.2% |
| 1Y | -49.1% | +34.3% | -83.4% | -57.5% |
| 3Y | +124.7% | -55.5% | +180.2% | +169.9% |
| 5Y | +40.9% | -82.5% | +123.4% | +124.5% |
| All | +495.5% | +92.2% | +403.4% | +519.3% |
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 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