+264.6%
MP vs FSLY
-75.0%
+339.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.5% | +0.5% | +2.5% |
| 7D | -3.6% | -22.9% | +19.3% | +1.0% |
| 30D | -21.0% | -44.6% | +23.6% | -11.7% |
| 3M | -33.3% | -41.5% | +8.2% | -27.4% |
| 6M | -45.9% | -20.8% | -25.1% | -45.1% |
| YTD | -27.8% | +59.5% | -87.4% | -43.2% |
| 1Y | -43.2% | +36.1% | -79.3% | -53.7% |
| 3Y | +144.0% | -1.0% | +145.0% | +89.6% |
| 5Y | -6.1% | -66.9% | +60.8% | -17.0% |
| All | +264.6% | -75.0% | +339.6% | +233.7% |
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