-6.1%
MP vs FSLY
-68.1%
+62.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.6% | -5.0% | -3.7% |
| 7D | -3.6% | -22.9% | +19.3% | +0.9% |
| 30D | -21.0% | -44.6% | +23.6% | -11.9% |
| 3M | -33.3% | -41.5% | +8.2% | -27.5% |
| 6M | -45.9% | -20.8% | -25.1% | -45.1% |
| YTD | -27.8% | +59.5% | -87.4% | -42.8% |
| 1Y | -43.2% | +36.1% | -79.3% | -53.3% |
| 3Y | +144.0% | -1.0% | +145.0% | +90.7% |
| 5Y | -6.1% | -66.9% | +60.8% | -6.6% |
| All | -6.1% | -68.1% | +62.0% | -6.6% |
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