+145.1%
MS vs FSLY
-55.9%
+201.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.5% |
| 7D | +1.4% | -10.6% | +12.0% | +2.4% |
| 30D | -0.3% | -20.9% | +20.6% | +1.5% |
| 3M | +0.3% | +3.4% | -3.1% | -0.8% |
| 6M | +31.3% | +2.7% | +28.6% | +26.5% |
| YTD | +24.7% | +102.3% | -77.6% | +9.2% |
| 1Y | +47.9% | +182.1% | -134.1% | +22.0% |
| 3Y | +178.3% | -14.6% | +192.9% | +151.2% |
| All | +145.1% | -55.9% | +201.0% | +111.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling