+70.7%
MSFU vs FSLY
+154.3%
-83.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.7% | -6.6% | -1.6% |
| 7D | -2.3% | +11.2% | -13.5% | -3.6% |
| 30D | -6.3% | -18.2% | +11.9% | -4.3% |
| 3M | +40.0% | +21.9% | +18.0% | +35.3% |
| 6M | +30.1% | +4.0% | +26.1% | +23.1% |
| YTD | -10.3% | +123.1% | -133.4% | -25.9% |
| 1Y | -19.0% | +196.9% | -215.9% | -37.8% |
| 3Y | +25.8% | -1.3% | +27.1% | +8.1% |
| All | +70.7% | +154.3% | -83.6% | +1.4% |
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 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