+938.1%
MPWR vs FSLY
-4.2%
+942.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.4% | +1.3% |
| 7D | -2.6% | -10.6% | +8.1% | -0.4% |
| 30D | -9.0% | -20.9% | +11.9% | -5.8% |
| 3M | -25.8% | +3.4% | -29.2% | -27.4% |
| 6M | +11.8% | +2.7% | +9.0% | +3.8% |
| YTD | +35.5% | +102.3% | -66.8% | +2.2% |
| 1Y | +45.3% | +182.1% | -136.7% | -2.0% |
| 3Y | +138.5% | -14.6% | +153.0% | +94.7% |
| 5Y | +152.8% | -55.9% | +208.7% | +105.6% |
| All | +938.1% | -4.2% | +942.4% | +483.8% |
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 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