+440.9%
MS vs FSLY
-20.0%
+460.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.3% | -0.7% |
| 7D | +3.7% | +11.8% | -8.1% | +2.6% |
| 30D | +2.0% | -36.5% | +38.5% | +5.6% |
| 3M | -12.6% | -39.7% | +27.2% | -9.6% |
| 6M | -0.3% | -9.7% | +9.4% | -1.2% |
| YTD | +9.0% | +68.9% | -59.9% | -3.0% |
| 1Y | +13.9% | +44.5% | -30.6% | +2.9% |
| 3Y | +173.6% | +4.8% | +168.8% | +140.3% |
| 5Y | +122.0% | -66.0% | +188.0% | +100.4% |
| All | +440.9% | -20.0% | +460.9% | +246.4% |
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