+445.3%
MP vs FSLY
-68.3%
+513.6%
-82.0%
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% | +1.9% |
| 7D | -2.9% | -10.6% | +7.8% | -0.7% |
| 30D | +13.8% | -20.9% | +34.7% | +18.6% |
| 3M | -16.7% | +3.4% | -20.1% | -18.0% |
| 6M | -11.5% | +2.7% | -14.2% | -16.9% |
| YTD | +7.9% | +102.3% | -94.3% | -17.2% |
| 1Y | -15.0% | +182.1% | -197.1% | -41.9% |
| 3Y | +153.5% | -14.6% | +168.1% | +112.4% |
| 5Y | +58.7% | -55.9% | +114.6% | +35.1% |
| All | +445.3% | -68.3% | +513.6% | +386.1% |
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