+88.0%
MSFU vs FSLY
+86.1%
+1.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.7% | +0.8% |
| 7D | -2.8% | +4.9% | -7.6% | -3.4% |
| 30D | -5.3% | -33.5% | +28.2% | -0.8% |
| 3M | +7.2% | -44.6% | +51.9% | +13.8% |
| 6M | +51.0% | -9.2% | +60.2% | +49.5% |
| YTD | -1.2% | +63.3% | -64.5% | -16.0% |
| 1Y | -10.3% | +45.3% | -55.6% | -22.5% |
| 3Y | +22.2% | +3.7% | +18.5% | +0.2% |
| All | +88.0% | +86.1% | +1.9% | +14.9% |
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