+287.6%
MP vs FSLY
-74.4%
+362.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.3% | +6.8% | +4.2% |
| 7D | +9.5% | +4.9% | +4.6% | +8.3% |
| 30D | -3.0% | -33.5% | +30.5% | +4.3% |
| 3M | -30.4% | -44.6% | +14.3% | -23.4% |
| 6M | -39.2% | -9.2% | -30.0% | -40.0% |
| YTD | -23.3% | +63.3% | -86.5% | -40.0% |
| 1Y | -32.6% | +45.3% | -77.9% | -45.9% |
| 3Y | +159.3% | +3.7% | +155.5% | +99.0% |
| 5Y | -16.4% | -67.2% | +50.7% | -26.1% |
| All | +287.6% | -74.4% | +362.0% | +252.7% |
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 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