+45.3%
MO vs FSLY
+161.0%
-115.7%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | +6.9% | -22.2% | +29.1% | +6.2% |
| 30D | +14.9% | -19.1% | +34.1% | +14.4% |
| 3M | +16.4% | -15.7% | +32.1% | +16.4% |
| 6M | +9.6% | -23.5% | +33.1% | +10.1% |
| YTD | +41.8% | +106.6% | -64.8% | +41.0% |
| 1Y | +45.3% | +164.3% | -118.9% | +44.2% |
| All | +45.3% | +161.0% | -115.7% | +44.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling