-24.4%
MOS vs FSLY
-9.9%
-14.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -2.9% | 0.0% |
| 7D | +21.6% | -31.4% | +53.0% | +23.5% |
| 30D | +12.0% | -37.3% | +49.3% | +14.0% |
| 3M | -3.9% | -30.1% | +26.2% | -3.3% |
| 6M | -3.3% | -49.8% | +46.5% | -1.6% |
| YTD | -4.6% | +55.7% | -60.3% | -10.2% |
| 1Y | -7.0% | +44.5% | -51.5% | -11.8% |
| 3Y | -24.4% | -4.3% | -20.1% | -32.3% |
| All | -24.4% | -9.9% | -14.5% | -32.3% |
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 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