+309.6%
MSFT vs FSLY
+5.6%
+304.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.7% | -6.1% | -1.1% |
| 7D | -1.0% | +11.2% | -12.2% | -2.2% |
| 30D | -2.7% | -18.2% | +15.5% | -1.0% |
| 3M | +22.1% | +21.9% | +0.2% | +18.5% |
| 6M | +20.6% | +4.0% | +16.5% | +15.2% |
| YTD | +2.3% | +123.1% | -120.8% | -12.8% |
| 1Y | -0.5% | +196.9% | -197.4% | -19.6% |
| 3Y | +50.5% | -1.3% | +51.8% | +31.9% |
| 5Y | +72.3% | -50.2% | +122.6% | +50.4% |
| All | +309.6% | +5.6% | +304.0% | +178.3% |
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