+181.3%
MS vs FSLY
-13.5%
+194.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.4% |
| 7D | +1.4% | -10.6% | +12.0% | +2.1% |
| 30D | -0.3% | -20.9% | +20.6% | +0.9% |
| 3M | +0.3% | +3.4% | -3.1% | -0.4% |
| 6M | +31.3% | +2.7% | +28.6% | +28.2% |
| YTD | +24.7% | +102.3% | -77.6% | +14.7% |
| 1Y | +47.9% | +182.1% | -134.1% | +29.0% |
| All | +181.3% | -13.5% | +194.8% | +142.0% |
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