+30.8%
MOS vs FSLY
-4.2%
+35.0%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.5% | +3.9% | +1.6% |
| 7D | +9.5% | -10.6% | +20.2% | +10.4% |
| 30D | +10.4% | -20.9% | +31.3% | +11.8% |
| 3M | +12.9% | +3.4% | +9.5% | +11.8% |
| 6M | +1.2% | +2.7% | -1.5% | -1.3% |
| YTD | +9.3% | +102.3% | -92.9% | -0.6% |
| 1Y | -18.0% | +182.1% | -200.0% | -28.3% |
| 3Y | -29.0% | -14.6% | -14.5% | -34.3% |
| 5Y | -9.6% | -55.9% | +46.3% | -16.6% |
| All | +30.8% | -4.2% | +35.0% | -8.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling