+308.9%
MSTR vs FSLY
-13.5%
+322.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -1.1% |
| 7D | +12.2% | -10.6% | +22.8% | +13.9% |
| 30D | +45.2% | -20.9% | +66.1% | +48.5% |
| 3M | +10.4% | +3.4% | +7.0% | +8.8% |
| 6M | -2.5% | +2.7% | -5.2% | -7.8% |
| YTD | -6.0% | +102.3% | -108.3% | -22.0% |
| 1Y | -56.4% | +182.1% | -238.5% | -67.0% |
| All | +308.9% | -13.5% | +322.4% | +271.1% |
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 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