+265.1%
MU vs FSLY
+161.0%
+104.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.2% | -6.8% | -7.0% |
| 7D | -19.1% | -22.2% | +3.1% | -16.8% |
| 30D | -25.2% | -19.1% | -6.1% | -23.5% |
| 3M | -10.9% | -15.7% | +4.8% | -10.1% |
| 6M | +38.0% | -23.5% | +61.5% | +37.7% |
| YTD | +178.8% | +106.6% | +72.2% | +166.4% |
| 1Y | +265.1% | +164.3% | +100.9% | +239.3% |
| All | +265.1% | +161.0% | +104.2% | +239.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling