-27.7%
MOS vs FSLY
-68.1%
+40.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.7% | +0.9% |
| 7D | +24.8% | -22.9% | +47.7% | +26.5% |
| 30D | +22.7% | -44.6% | +67.3% | +26.8% |
| 3M | -1.2% | -41.5% | +40.3% | +1.1% |
| 6M | +5.5% | -20.8% | +26.4% | +5.0% |
| YTD | -2.0% | +59.5% | -61.5% | -10.0% |
| 1Y | -7.9% | +36.1% | -44.1% | -14.3% |
| 3Y | -25.0% | -1.0% | -24.0% | -32.3% |
| 5Y | -27.7% | -66.9% | +39.2% | -30.9% |
| All | -27.7% | -68.1% | +40.4% | -30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling