+180.2%
MPWR vs FSLY
+2.5%
+177.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.3% | -0.6% | -3.5% |
| 7D | +16.8% | +4.9% | +12.0% | +16.1% |
| 30D | +11.9% | -33.5% | +45.4% | +17.3% |
| 3M | +2.2% | -44.6% | +46.8% | +8.7% |
| 6M | -15.5% | -9.2% | -6.3% | -16.1% |
| YTD | +54.2% | +63.3% | -9.1% | +33.7% |
| 1Y | +51.5% | +45.3% | +6.2% | +34.1% |
| 3Y | +180.2% | +3.7% | +176.5% | +124.8% |
| All | +180.2% | +2.5% | +177.7% | +124.8% |
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