-86.8%
MSTU vs FIVN
+10.4%
-97.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -6.1% | -2.5% | -3.1% |
| 7D | +16.1% | -8.2% | +24.4% | +26.3% |
| 30D | +68.7% | -8.1% | +76.8% | +83.8% |
| 3M | -11.0% | +34.9% | -45.9% | -34.7% |
| 6M | -33.4% | +72.6% | -106.0% | -65.0% |
| YTD | -59.5% | +55.8% | -115.3% | -76.6% |
| 1Y | -93.4% | +17.1% | -110.5% | -94.4% |
| All | -86.8% | +10.4% | -97.2% | -83.9% |
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