+316.3%
MSFT vs FSLY
-4.2%
+320.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.5% | -1.8% |
| 7D | -2.7% | -10.6% | +7.9% | -1.6% |
| 30D | +2.7% | -20.9% | +23.6% | +4.6% |
| 3M | +17.0% | +3.4% | +13.5% | +15.5% |
| 6M | +23.8% | +2.7% | +21.1% | +18.4% |
| YTD | +4.0% | +102.3% | -98.3% | -10.4% |
| 1Y | -0.8% | +182.1% | -182.9% | -19.4% |
| 3Y | +55.6% | -14.6% | +70.2% | +38.7% |
| 5Y | +72.9% | -55.9% | +128.8% | +52.9% |
| All | +316.3% | -4.2% | +320.6% | +185.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling