+91.9%
MO vs FSLY
-0.4%
+92.3%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.7% | -6.1% | -0.3% |
| 7D | -2.4% | +11.2% | -13.6% | -2.2% |
| 30D | +3.6% | -18.2% | +21.7% | +3.4% |
| 3M | -3.7% | +21.9% | -25.6% | -3.5% |
| 6M | +4.5% | +4.0% | +0.5% | +4.9% |
| YTD | +21.5% | +123.1% | -101.6% | +21.8% |
| 1Y | +9.5% | +196.9% | -187.3% | +10.0% |
| All | +91.9% | -0.4% | +92.3% | +95.2% |
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 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