+445.1%
MS vs FSLY
-22.7%
+467.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.1% | +1.1% |
| 7D | +5.1% | +4.9% | +0.2% | +4.6% |
| 30D | +5.7% | -33.5% | +39.2% | +9.0% |
| 3M | -12.2% | -44.6% | +32.5% | -8.6% |
| 6M | -0.5% | -9.2% | +8.7% | -1.5% |
| YTD | +9.8% | +63.3% | -53.4% | -2.0% |
| 1Y | +17.7% | +45.3% | -27.5% | +6.3% |
| 3Y | +176.8% | +3.7% | +173.1% | +143.2% |
| 5Y | +123.7% | -67.2% | +190.9% | +102.6% |
| All | +445.1% | -22.7% | +467.8% | +250.2% |
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