+215.4%
MSCI vs FSLY
-24.5%
+239.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.4% |
| 7D | +2.7% | -22.9% | +25.6% | +5.2% |
| 30D | +16.2% | -44.6% | +60.8% | +23.0% |
| 3M | +17.1% | -41.5% | +58.5% | +22.0% |
| 6M | +13.0% | -20.8% | +33.8% | +12.4% |
| YTD | +15.8% | +59.5% | -43.8% | -1.6% |
| 1Y | +15.5% | +36.1% | -20.6% | +0.2% |
| 3Y | +32.3% | -1.0% | +33.3% | +10.6% |
| 5Y | +8.2% | -66.9% | +75.1% | -4.9% |
| All | +215.4% | -24.5% | +239.9% | +103.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling