-18.0%
MOS vs FSLY
+181.7%
-199.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.5% | +3.9% | +1.4% |
| 7D | +9.5% | -10.6% | +20.2% | +9.7% |
| 30D | +10.4% | -20.9% | +31.3% | +10.7% |
| 3M | +12.9% | +3.4% | +9.5% | +12.5% |
| 6M | +1.2% | +2.7% | -1.5% | +2.3% |
| YTD | +9.3% | +102.3% | -92.9% | +14.7% |
| 1Y | -18.0% | +182.1% | -200.0% | -12.1% |
| All | -18.0% | +181.7% | -199.6% | -12.1% |
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