+1,371.2%
MU vs FSLY
-11.3%
+1,382.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.5% | +8.6% | +6.5% |
| 7D | +9.0% | -10.6% | +19.6% | +10.8% |
| 30D | +13.8% | -20.9% | +34.7% | +17.1% |
| 3M | +2.1% | +3.4% | -1.3% | +0.6% |
| 6M | +153.8% | +2.7% | +151.1% | +142.6% |
| YTD | +256.4% | +102.3% | +154.1% | +199.4% |
| 1Y | +719.8% | +182.1% | +537.7% | +535.4% |
| All | +1,371.2% | -11.3% | +1,382.5% | +1,054.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling