+2,744.6%
MU vs FSLY
0.0%
+2,744.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.4% | -6.0% | -2.4% |
| 7D | +7.2% | +3.5% | +3.7% | +6.4% |
| 30D | +14.0% | -6.4% | +20.4% | +14.2% |
| 3M | +5.4% | +10.9% | -5.5% | +2.2% |
| 6M | +170.3% | +6.7% | +163.6% | +154.6% |
| YTD | +250.7% | +111.1% | +139.6% | +181.9% |
| 1Y | +662.1% | +185.8% | +476.3% | +469.8% |
| 3Y | +1,341.2% | -6.6% | +1,347.8% | +1,111.1% |
| 5Y | +1,319.3% | -52.4% | +1,371.7% | +1,088.8% |
| All | +2,744.6% | 0.0% | +2,744.6% | +1,541.0% |
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