-11.1%
MOS vs FSLY
+41.1%
-52.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.3% | +4.1% | +0.8% |
| 7D | -2.0% | +4.9% | -6.8% | -2.0% |
| 30D | +15.3% | -33.5% | +48.8% | +15.9% |
| 3M | +1.5% | -44.6% | +46.1% | +2.3% |
| 6M | -2.0% | -9.2% | +7.3% | -2.7% |
| YTD | -6.5% | +63.3% | -69.8% | -1.8% |
| 1Y | -11.1% | +45.3% | -56.3% | -5.2% |
| All | -11.1% | +41.1% | -52.1% | -5.2% |
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