+344.2%
MSFT vs FSLY
-24.5%
+368.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.8% | -2.4% |
| 7D | +2.3% | -22.9% | +25.3% | +4.7% |
| 30D | -0.4% | -44.6% | +44.2% | +5.2% |
| 3M | +5.6% | -41.5% | +47.0% | +9.9% |
| 6M | +29.0% | -20.8% | +49.8% | +29.1% |
| YTD | +10.9% | +59.5% | -48.6% | -3.2% |
| 1Y | +6.2% | +36.1% | -29.9% | -5.7% |
| 3Y | +47.6% | -1.0% | +48.6% | +26.8% |
| 5Y | +67.9% | -66.9% | +134.9% | +52.0% |
| All | +344.2% | -24.5% | +368.7% | +208.9% |
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