-5.0%
MRSH vs FSLY
+1.6%
-6.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.2% |
| 7D | -4.8% | +12.5% | -17.2% | -4.7% |
| 30D | -6.3% | -18.8% | +12.5% | -6.3% |
| 3M | +5.8% | +22.7% | -16.9% | +5.7% |
| 6M | +2.8% | -3.7% | +6.5% | +2.7% |
| YTD | -3.1% | +127.5% | -130.6% | -3.5% |
| 1Y | -11.3% | +193.5% | -204.8% | -11.9% |
| 3Y | -5.0% | -1.3% | -3.6% | -8.9% |
| All | -5.0% | +1.6% | -6.5% | -8.9% |
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