+1,985.3%
MU vs FSLY
-25.7%
+2,011.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.8% | +5.4% | +6.1% |
| 7D | -12.0% | -22.4% | +10.4% | -7.9% |
| 30D | -28.7% | -45.5% | +16.7% | -20.8% |
| 3M | -16.4% | -30.4% | +14.0% | -12.6% |
| 6M | -1.8% | -22.1% | +20.3% | +0.5% |
| YTD | +157.1% | +57.0% | +100.1% | +115.6% |
| 1Y | +208.5% | +38.2% | +170.3% | +164.5% |
| 3Y | +906.2% | -2.5% | +908.7% | +735.7% |
| 5Y | +893.4% | -68.8% | +962.3% | +790.0% |
| All | +1,985.3% | -25.7% | +2,011.0% | +1,155.1% |
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 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