+61.7%
MTSI vs FIVN
+55.4%
+6.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -0.8% |
| 7D | -10.7% | -3.4% | -7.2% | -11.0% |
| 30D | -29.0% | +5.8% | -34.7% | -28.4% |
| 3M | -14.7% | +22.0% | -36.7% | -12.0% |
| 6M | -20.1% | +55.7% | -75.8% | -14.0% |
| YTD | +36.1% | +81.3% | -45.2% | +49.9% |
| 1Y | +61.7% | +58.0% | +3.8% | +80.8% |
| All | +61.7% | +55.4% | +6.3% | +80.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling