-10.4%
FSLY vs MDY
+117.3%
-127.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.7% | +5.0% | +5.2% |
| 7D | +3.5% | +1.0% | +2.4% | +2.0% |
| 30D | -6.4% | -3.1% | -3.3% | -2.0% |
| 3M | +10.9% | +1.8% | +9.1% | +8.7% |
| 6M | +6.7% | +10.8% | -4.1% | -4.2% |
| YTD | +111.1% | +14.4% | +96.7% | +80.1% |
| 1Y | +185.8% | +15.2% | +170.6% | +142.4% |
| 3Y | -6.6% | +51.2% | -57.7% | -41.7% |
| 5Y | -52.4% | +47.2% | -99.6% | -66.6% |
| All | -10.4% | +117.3% | -127.7% | -47.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling