+250.1%
MSI vs FSLY
-4.2%
+254.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.8% |
| 7D | -3.7% | -10.6% | +6.9% | -3.2% |
| 30D | +6.8% | -20.9% | +27.7% | +7.7% |
| 3M | +14.3% | +3.4% | +10.9% | +13.3% |
| 6M | -1.6% | +2.7% | -4.3% | -4.0% |
| YTD | +22.8% | +102.3% | -79.5% | +13.7% |
| 1Y | -1.1% | +182.1% | -183.2% | -10.7% |
| 3Y | +70.5% | -14.6% | +85.0% | +60.5% |
| 5Y | +102.8% | -55.9% | +158.7% | +88.4% |
| All | +250.1% | -4.2% | +254.3% | +163.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling