+943.6%
MSTR vs FSLY
-4.2%
+947.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -0.8% |
| 7D | +12.2% | -10.6% | +22.8% | +15.2% |
| 30D | +45.2% | -20.9% | +66.1% | +51.0% |
| 3M | +10.4% | +3.4% | +7.0% | +7.6% |
| 6M | -2.5% | +2.7% | -5.2% | -11.6% |
| YTD | -6.0% | +102.3% | -108.3% | -32.6% |
| 1Y | -56.4% | +182.1% | -238.5% | -72.5% |
| 3Y | +306.3% | -14.6% | +320.8% | +218.7% |
| 5Y | +100.5% | -55.9% | +156.4% | +52.1% |
| All | +943.6% | -4.2% | +947.8% | +561.1% |
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