+126.4%
MSI vs FSLY
-68.1%
+194.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.2% |
| 7D | +7.4% | -22.9% | +30.3% | +8.4% |
| 30D | +18.7% | -44.6% | +63.3% | +21.5% |
| 3M | +14.5% | -41.5% | +55.9% | +16.4% |
| 6M | +38.1% | -20.8% | +58.9% | +37.4% |
| YTD | +38.7% | +59.5% | -20.8% | +28.4% |
| 1Y | +35.4% | +36.1% | -0.7% | +26.3% |
| 3Y | +75.1% | -1.0% | +76.1% | +60.8% |
| 5Y | +126.4% | -66.9% | +193.3% | +113.9% |
| All | +126.4% | -68.1% | +194.5% | +113.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling