+933.6%
MPWR vs FSLY
0.0%
+933.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.4% | -4.8% | -1.3% |
| 7D | -0.6% | +3.5% | -4.1% | -1.3% |
| 30D | -13.1% | -6.4% | -6.7% | -12.8% |
| 3M | -21.7% | +10.9% | -32.6% | -24.5% |
| 6M | +19.5% | +6.7% | +12.8% | +10.1% |
| YTD | +34.9% | +111.1% | -76.2% | +0.9% |
| 1Y | +42.0% | +185.8% | -143.8% | -4.4% |
| 3Y | +148.8% | -6.6% | +155.4% | +98.9% |
| 5Y | +156.8% | -52.4% | +209.2% | +105.7% |
| All | +933.6% | 0.0% | +933.6% | +476.1% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling