+189.8%
MU vs FSLY
+36.0%
+153.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.8% | +5.4% | +6.1% |
| 7D | -12.0% | -22.4% | +10.4% | -8.4% |
| 30D | -28.7% | -45.5% | +16.7% | -22.7% |
| 3M | -16.4% | -30.4% | +14.0% | -12.7% |
| 6M | -1.8% | -22.1% | +20.3% | +0.7% |
| YTD | +157.1% | +57.0% | +100.1% | +157.6% |
| All | +189.8% | +36.0% | +153.8% | +200.2% |
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