+171.0%
MA vs FSLY
-25.7%
+196.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.4% |
| 7D | -0.3% | -22.4% | +22.1% | +1.0% |
| 30D | +11.3% | -45.5% | +56.8% | +15.2% |
| 3M | +16.7% | -30.4% | +47.1% | +17.9% |
| 6M | +32.8% | -22.1% | +54.9% | +32.5% |
| YTD | +15.6% | +57.0% | -41.4% | +4.5% |
| 1Y | +19.6% | +38.2% | -18.7% | +9.2% |
| 3Y | +72.1% | -2.5% | +74.6% | +53.4% |
| 5Y | +96.0% | -68.8% | +164.9% | +81.4% |
| All | +171.0% | -25.7% | +196.6% | +95.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY 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 FSLY 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