+246.3%
MSI vs FSLY
0.0%
+246.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.4% | -5.5% | -1.3% |
| 7D | -5.8% | +3.5% | -9.2% | -5.9% |
| 30D | -1.0% | -6.4% | +5.4% | -1.0% |
| 3M | +14.2% | +10.9% | +3.3% | +12.8% |
| 6M | +1.0% | +6.7% | -5.7% | -1.6% |
| YTD | +21.5% | +111.1% | -89.6% | +12.3% |
| 1Y | -2.1% | +185.8% | -187.9% | -11.7% |
| 3Y | +69.3% | -6.6% | +75.9% | +58.6% |
| 5Y | +99.3% | -52.4% | +151.7% | +84.4% |
| All | +246.3% | 0.0% | +246.3% | +159.6% |
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