-47.3%
FSLY vs MDY
+46.3%
-93.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +0.5% |
| 7D | +12.5% | -1.9% | +14.3% | +16.2% |
| 30D | -18.8% | -4.6% | -14.2% | -10.8% |
| 3M | +22.7% | -1.2% | +23.9% | +26.0% |
| 6M | -3.7% | +9.2% | -12.9% | -15.9% |
| YTD | +127.5% | +13.1% | +114.4% | +83.3% |
| 1Y | +193.5% | +13.0% | +180.5% | +136.7% |
| 3Y | -1.3% | +49.2% | -50.5% | -54.3% |
| All | -47.3% | +46.3% | -93.5% | -71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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