+17.7%
MS vs FSLY
+41.1%
-23.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.1% | +0.9% |
| 7D | +5.1% | +4.9% | +0.2% | +4.9% |
| 30D | +5.7% | -33.5% | +39.2% | +6.6% |
| 3M | -12.2% | -44.6% | +32.5% | -11.4% |
| 6M | -0.5% | -9.2% | +8.7% | +0.2% |
| YTD | +9.8% | +63.3% | -53.4% | +17.0% |
| 1Y | +17.7% | +45.3% | -27.5% | +27.4% |
| All | +17.7% | +41.1% | -23.4% | +27.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling