+11.8%
MOS vs FSLY
-22.7%
+34.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.3% | +4.1% | +1.0% |
| 7D | -2.0% | +4.9% | -6.8% | -2.3% |
| 30D | +15.3% | -33.5% | +48.8% | +17.9% |
| 3M | +1.5% | -44.6% | +46.1% | +4.5% |
| 6M | -2.0% | -9.2% | +7.3% | -3.4% |
| YTD | -6.5% | +63.3% | -69.8% | -14.7% |
| 1Y | -11.1% | +45.3% | -56.3% | -18.1% |
| 3Y | -30.3% | +3.7% | -34.0% | -37.2% |
| 5Y | -33.5% | -67.2% | +33.6% | -38.0% |
| All | +11.8% | -22.7% | +34.5% | -21.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling