+2,791.0%
MU vs FSLY
-4.2%
+2,795.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.5% | +8.6% | +6.5% |
| 7D | +9.0% | -10.6% | +19.6% | +11.0% |
| 30D | +13.8% | -20.9% | +34.7% | +17.3% |
| 3M | +2.1% | +3.4% | -1.3% | +0.4% |
| 6M | +153.8% | +2.7% | +151.1% | +140.8% |
| YTD | +256.4% | +102.3% | +154.1% | +188.7% |
| 1Y | +719.8% | +182.1% | +537.7% | +514.2% |
| 3Y | +1,360.4% | -14.6% | +1,374.9% | +1,147.3% |
| 5Y | +1,312.4% | -55.9% | +1,368.3% | +1,098.6% |
| All | +2,791.0% | -4.2% | +2,795.3% | +1,580.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling