+197.3%
MKSI vs FSLY
+1.6%
+195.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.0% | +0.1% | +1.7% |
| 7D | +2.7% | +12.5% | -9.8% | +0.5% |
| 30D | -12.8% | -18.8% | +6.0% | -9.7% |
| 3M | -22.5% | +22.7% | -45.2% | -26.1% |
| 6M | +19.4% | -3.7% | +23.1% | +12.0% |
| YTD | +67.7% | +127.5% | -59.8% | +23.6% |
| 1Y | +131.4% | +193.5% | -62.1% | +54.5% |
| 3Y | +197.3% | -1.3% | +198.6% | +123.0% |
| All | +197.3% | +1.6% | +195.7% | +123.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling