+208.6%
FSLY vs MTB
+22.5%
+186.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | +7.5% | -0.4% | +8.0% | +7.7% |
| 30D | -21.1% | -4.6% | -16.5% | -19.6% |
| 3M | +21.8% | +7.4% | +14.3% | +20.1% |
| 6M | -0.1% | +18.7% | -18.8% | -2.6% |
| YTD | +123.1% | +21.1% | +102.0% | +98.3% |
| 1Y | +208.6% | +24.1% | +184.5% | +152.3% |
| All | +208.6% | +22.5% | +186.0% | +152.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling