+518.8%
MS vs FSLY
-4.2%
+523.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.4% |
| 3M | +0.3% | +3.4% | -3.1% | -0.7% |
| 6M | +31.3% | +2.7% | +28.6% | +26.9% |
| YTD | +24.7% | +102.3% | -77.6% | +10.3% |
| 1Y | +47.9% | +182.1% | -134.1% | +24.6% |
| 3Y | +178.3% | -14.6% | +192.9% | +152.3% |
| 5Y | +144.9% | -55.9% | +200.8% | +117.8% |
| All | +518.8% | -4.2% | +523.0% | +294.0% |
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 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