+75.1%
MSI vs FSLY
-1.2%
+76.3%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.1% |
| 7D | +7.4% | -22.9% | +30.3% | +7.8% |
| 30D | +18.7% | -44.6% | +63.3% | +20.0% |
| 3M | +14.5% | -41.5% | +55.9% | +15.3% |
| 6M | +38.1% | -20.8% | +58.9% | +37.5% |
| YTD | +38.7% | +59.5% | -20.8% | +32.2% |
| 1Y | +35.4% | +36.1% | -0.7% | +29.2% |
| 3Y | +75.1% | -1.0% | +76.1% | +63.3% |
| All | +75.1% | -1.2% | +76.3% | +63.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling