+171.4%
MCO vs FSLY
+5.6%
+165.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.7% | -7.1% | -1.9% |
| 7D | -3.1% | +11.2% | -14.3% | -4.2% |
| 30D | -0.5% | -18.2% | +17.6% | +1.0% |
| 3M | +5.7% | +21.9% | -16.2% | +2.7% |
| 6M | +3.0% | +4.0% | -1.0% | -1.3% |
| YTD | -6.5% | +123.1% | -129.6% | -19.4% |
| 1Y | -5.8% | +196.9% | -202.6% | -22.5% |
| 3Y | +43.1% | -1.3% | +44.4% | +26.5% |
| 5Y | +29.5% | -50.2% | +79.7% | +12.8% |
| All | +171.4% | +5.6% | +165.7% | +77.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling