-1.3%
FSLY vs MOH
-36.3%
+35.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.0% | 0.0% | +1.8% |
| 7D | +12.5% | +1.7% | +10.8% | +12.3% |
| 30D | -18.8% | -0.9% | -17.9% | -18.8% |
| 3M | +22.7% | +5.7% | +17.0% | +22.2% |
| 6M | -3.7% | +39.1% | -42.8% | -5.8% |
| YTD | +127.5% | +17.7% | +109.8% | +119.3% |
| 1Y | +193.5% | +8.4% | +185.2% | +183.6% |
| 3Y | -1.3% | -36.6% | +35.2% | -7.8% |
| All | -1.3% | -36.3% | +35.0% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 3y: compounded portfolio wealth divided by compounded MOH 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…
3y analysis · Full analysis span regression · 6 months rolling