+244.0%
MSI vs FSLY
+5.6%
+238.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.7% | -6.3% | -1.0% |
| 7D | -4.0% | +11.2% | -15.1% | -4.5% |
| 30D | -0.5% | -18.2% | +17.7% | +0.4% |
| 3M | +11.4% | +21.9% | -10.5% | +9.5% |
| 6M | +1.0% | +4.0% | -3.1% | -1.5% |
| YTD | +20.7% | +123.1% | -102.4% | +11.2% |
| 1Y | -2.7% | +196.9% | -199.6% | -12.3% |
| 3Y | +68.2% | -1.3% | +69.5% | +57.0% |
| 5Y | +100.0% | -50.2% | +150.2% | +84.6% |
| All | +244.0% | +5.6% | +238.3% | +157.1% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling