+182.1%
FSLY vs MKTX
-8.5%
+190.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | -10.6% | +0.4% | -11.0% | -10.6% |
| 30D | -20.9% | +1.1% | -22.0% | -20.9% |
| 3M | +3.4% | +36.1% | -32.7% | +4.0% |
| 6M | +2.7% | -12.9% | +15.6% | +4.9% |
| YTD | +102.3% | -8.5% | +110.8% | +105.1% |
| 1Y | +182.1% | -7.5% | +189.6% | +167.3% |
| All | +182.1% | -8.5% | +190.6% | +167.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 1y: compounded portfolio wealth divided by compounded MKTX 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…
1y analysis · Full analysis span regression · 6 months rolling