-3.5%
FSLY vs MTB
+87.3%
-90.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.6% | +1.9% |
| 7D | +12.5% | 0.0% | +12.5% | +12.5% |
| 30D | -18.8% | -4.8% | -14.0% | -17.3% |
| 3M | +22.7% | +6.0% | +16.7% | +20.3% |
| 6M | -3.7% | +19.6% | -23.3% | -8.9% |
| YTD | +127.5% | +21.5% | +106.0% | +112.6% |
| 1Y | +193.5% | +24.7% | +168.8% | +171.8% |
| 3Y | -1.3% | +108.6% | -109.9% | -21.1% |
| 5Y | -47.3% | +106.7% | -154.1% | -56.5% |
| All | -3.5% | +87.3% | -90.8% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling