+172.3%
MS vs FSLY
+0.2%
+172.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | +0.1% |
| 7D | +0.8% | -22.9% | +23.7% | +2.3% |
| 30D | -0.7% | -44.6% | +43.9% | +2.6% |
| 3M | -12.4% | -41.5% | +29.1% | -10.2% |
| 6M | -1.7% | -20.8% | +19.1% | -1.4% |
| YTD | +8.0% | +59.5% | -51.5% | +1.2% |
| 1Y | +16.2% | +36.1% | -19.9% | +10.6% |
| All | +172.3% | +0.2% | +172.2% | +135.6% |
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