+938.2%
MU vs FSLY
-67.3%
+1,005.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.3% | +0.8% | -1.9% |
| 7D | +12.8% | +4.9% | +7.9% | +11.9% |
| 30D | -14.9% | -33.5% | +18.7% | -8.1% |
| 3M | -18.0% | -44.6% | +26.6% | -10.0% |
| 6M | -3.1% | -9.2% | +6.1% | -3.2% |
| YTD | +172.9% | +63.3% | +109.6% | +125.8% |
| 1Y | +228.8% | +45.3% | +183.6% | +178.2% |
| 3Y | +950.8% | +3.7% | +947.1% | +747.4% |
| All | +938.2% | -67.3% | +1,005.5% | +732.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling