+2,207.6%
MU vs FSLY
-19.7%
+2,227.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +6.3% | +5.6% | +10.8% |
| 7D | +2.0% | -17.9% | +20.0% | +5.9% |
| 30D | -18.0% | -34.7% | +16.7% | -11.6% |
| 3M | -6.6% | -40.0% | +33.5% | +0.7% |
| 6M | +2.0% | -11.8% | +13.9% | +2.3% |
| YTD | +184.5% | +69.5% | +114.9% | +135.5% |
| 1Y | +236.9% | +44.0% | +192.9% | +187.0% |
| 3Y | +987.0% | +5.2% | +981.7% | +791.2% |
| 5Y | +1,014.6% | -65.6% | +1,080.2% | +882.0% |
| All | +2,207.6% | -19.7% | +2,227.3% | +1,270.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling