+436.3%
MS vs FSLY
-24.5%
+460.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | +0.1% |
| 7D | +0.8% | -22.9% | +23.7% | +2.9% |
| 30D | -0.7% | -44.6% | +43.9% | +4.1% |
| 3M | -12.4% | -41.5% | +29.1% | -9.2% |
| 6M | -1.7% | -20.8% | +19.1% | -1.5% |
| YTD | +8.0% | +59.5% | -51.5% | -3.3% |
| 1Y | +16.2% | +36.1% | -19.9% | +5.6% |
| 3Y | +171.3% | -1.0% | +172.3% | +139.5% |
| 5Y | +124.8% | -66.9% | +191.7% | +103.5% |
| All | +436.3% | -24.5% | +460.8% | +245.3% |
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