+9.0%
MSFT vs FSLY
+161.0%
-152.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.2% | +6.8% | +6.7% |
| 7D | +4.7% | -22.2% | +26.8% | +5.3% |
| 30D | +5.8% | -19.1% | +25.0% | +6.3% |
| 3M | +13.0% | -15.7% | +28.7% | +13.1% |
| 6M | +34.9% | -23.5% | +58.4% | +34.5% |
| YTD | +15.7% | +106.6% | -91.0% | +13.6% |
| 1Y | +9.0% | +164.3% | -155.3% | +8.4% |
| All | +9.0% | +161.0% | -152.0% | +8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling