+127.0%
MP vs FSLY
-9.9%
+136.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.1% | +1.9% | +4.5% |
| 7D | -10.5% | -31.4% | +20.9% | -6.1% |
| 30D | -23.5% | -37.3% | +13.8% | -19.0% |
| 3M | -25.4% | -30.1% | +4.7% | -22.8% |
| 6M | -51.3% | -49.8% | -1.5% | -48.4% |
| YTD | -29.9% | +55.7% | -85.6% | -36.6% |
| 1Y | -31.8% | +44.5% | -76.3% | -37.6% |
| 3Y | +127.0% | -4.3% | +131.3% | +89.9% |
| All | +127.0% | -9.9% | +136.9% | +89.9% |
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 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