+523.8%
MRNA vs FSLY
+7.7%
+516.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.0% | +3.4% | +5.1% |
| 7D | -1.1% | +12.5% | -13.6% | -2.5% |
| 30D | +126.1% | -18.8% | +144.9% | +129.8% |
| 3M | +190.0% | +22.7% | +167.4% | +174.6% |
| 6M | +157.2% | -3.7% | +160.9% | +141.8% |
| YTD | +388.2% | +127.5% | +260.7% | +280.4% |
| 1Y | +467.0% | +193.5% | +273.5% | +314.8% |
| 3Y | +36.1% | -1.3% | +37.4% | +11.2% |
| 5Y | -68.0% | -47.3% | -20.6% | -74.2% |
| All | +523.8% | +7.7% | +516.1% | +340.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling