+1,234.7%
MTSI vs FIVN
+318.5%
+916.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.4% | +5.9% | +4.1% |
| 7D | +1.4% | -2.3% | +3.7% | +2.0% |
| 30D | +2.1% | +12.4% | -10.3% | -2.1% |
| 3M | -29.7% | +36.0% | -65.7% | -36.9% |
| 6M | +12.5% | +86.0% | -73.4% | -10.1% |
| YTD | +57.0% | +65.9% | -8.9% | +27.4% |
| 1Y | +103.9% | +26.5% | +77.4% | +78.1% |
| 3Y | +223.6% | -54.2% | +277.8% | +262.0% |
| 5Y | +321.6% | -80.5% | +402.0% | +466.8% |
| 10Y | +517.7% | +109.6% | +408.1% | +351.3% |
| All | +1,234.7% | +318.5% | +916.2% | +763.8% |
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 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