-2.7%
MSCI vs FSLY
+187.7%
-190.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +4.4% | -8.1% | -3.9% |
| 7D | -2.1% | +3.5% | -5.5% | -2.2% |
| 30D | -1.7% | -6.4% | +4.7% | -1.7% |
| 3M | -8.2% | +10.9% | -19.1% | -8.8% |
| 6M | -2.4% | +6.7% | -9.1% | -4.0% |
| YTD | -2.8% | +111.1% | -113.9% | -7.2% |
| 1Y | -2.7% | +185.8% | -188.4% | -9.0% |
| All | -2.7% | +187.7% | -190.3% | -9.0% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling