+128.2%
MO vs FSLY
0.0%
+128.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.4% | -5.4% | -1.0% |
| 7D | -2.0% | +3.5% | -5.5% | -2.0% |
| 30D | -0.3% | -6.4% | +6.1% | -0.3% |
| 3M | -2.9% | +10.9% | -13.8% | -3.1% |
| 6M | +5.8% | +6.7% | -0.9% | +5.3% |
| YTD | +22.0% | +111.1% | -89.1% | +20.1% |
| 1Y | +10.7% | +185.8% | -175.1% | +8.4% |
| 3Y | +94.4% | -6.6% | +100.9% | +92.7% |
| 5Y | +97.2% | -52.4% | +149.6% | +96.3% |
| All | +128.2% | 0.0% | +128.3% | +99.3% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling