+49.9%
MSTR vs FSLY
-68.3%
+118.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.3% | -1.1% |
| 7D | -1.2% | -31.4% | +30.2% | +8.7% |
| 30D | -15.9% | -37.3% | +21.4% | -5.7% |
| 3M | +33.1% | -30.1% | +63.2% | +41.0% |
| 6M | -31.0% | -49.8% | +18.8% | -23.1% |
| YTD | -15.1% | +55.7% | -70.8% | -43.4% |
| 1Y | -45.6% | +44.5% | -90.1% | -63.0% |
| 3Y | +180.5% | -4.3% | +184.9% | +79.6% |
| All | +49.9% | -68.3% | +118.2% | +15.1% |
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 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