-14.2%
FSLY vs MTB
+87.4%
-101.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | -10.6% | +1.7% | -12.4% | -11.1% |
| 30D | -20.9% | -4.2% | -16.7% | -19.6% |
| 3M | +3.4% | +8.9% | -5.5% | +0.5% |
| 6M | +2.7% | +10.9% | -8.1% | -0.4% |
| YTD | +102.3% | +21.5% | +80.8% | +89.0% |
| 1Y | +182.1% | +21.9% | +160.1% | +163.2% |
| 3Y | -14.6% | +109.2% | -123.8% | -31.8% |
| 5Y | -55.9% | +102.0% | -157.9% | -63.5% |
| All | -14.2% | +87.4% | -101.5% | -19.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling