+107.5%
MRSH vs FSLY
+7.7%
+99.7%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.3% |
| 7D | -4.8% | +12.5% | -17.2% | -5.2% |
| 30D | -6.3% | -18.8% | +12.5% | -5.7% |
| 3M | +5.8% | +22.7% | -16.9% | +4.5% |
| 6M | +2.8% | -3.7% | +6.5% | +1.3% |
| YTD | -3.1% | +127.5% | -130.6% | -9.3% |
| 1Y | -11.3% | +193.5% | -204.8% | -18.5% |
| 3Y | -5.0% | -1.3% | -3.6% | -9.8% |
| 5Y | +19.2% | -47.3% | +66.5% | +11.4% |
| All | +107.5% | +7.7% | +99.7% | +59.4% |
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