+146.5%
MPWR vs FSLY
-9.9%
+156.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.1% | +2.2% | +4.8% |
| 7D | -1.7% | -31.4% | +29.7% | +2.8% |
| 30D | -16.5% | -37.3% | +20.8% | -11.9% |
| 3M | -12.3% | -30.1% | +17.8% | -9.7% |
| 6M | -27.7% | -49.8% | +22.1% | -23.9% |
| YTD | +32.0% | +55.7% | -23.7% | +15.1% |
| 1Y | +25.1% | +44.5% | -19.4% | +10.4% |
| 3Y | +146.5% | -4.3% | +150.8% | +100.6% |
| All | +146.5% | -9.9% | +156.4% | +100.6% |
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 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