+445.0%
MS vs FSLY
-19.7%
+464.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.3% | -4.7% | +1.1% |
| 7D | -1.7% | -17.9% | +16.2% | -0.3% |
| 30D | +0.9% | -34.7% | +35.6% | +4.3% |
| 3M | -10.8% | -40.0% | +29.2% | -7.8% |
| 6M | +0.9% | -11.8% | +12.8% | +0.1% |
| YTD | +9.8% | +69.5% | -59.7% | -2.3% |
| 1Y | +17.1% | +44.0% | -26.9% | +5.9% |
| 3Y | +175.7% | +5.2% | +170.5% | +142.0% |
| 5Y | +125.9% | -65.6% | +191.4% | +103.7% |
| All | +445.0% | -19.7% | +464.7% | +248.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling