+71.4%
MSFT vs FSLY
-54.2%
+125.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.4% | -5.5% | -1.6% |
| 7D | -1.4% | +3.5% | -4.9% | -1.7% |
| 30D | -1.0% | -6.4% | +5.4% | -0.9% |
| 3M | +20.2% | +10.9% | +9.3% | +18.1% |
| 6M | +21.3% | +6.7% | +14.6% | +15.9% |
| YTD | +2.8% | +111.1% | -108.3% | -10.6% |
| 1Y | 0.0% | +185.8% | -185.8% | -17.7% |
| 3Y | +51.2% | -6.6% | +57.8% | +36.1% |
| 5Y | +71.4% | -52.4% | +123.8% | +46.4% |
| All | +71.4% | -54.2% | +125.7% | +46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling