-30.7%
FSLY vs MTB
+72.7%
-103.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.9% | -3.5% |
| 7D | +4.9% | +1.5% | +3.3% | +4.3% |
| 30D | -33.5% | +2.3% | -35.9% | -34.0% |
| 3M | -44.6% | -12.1% | -32.5% | -42.1% |
| 6M | -9.2% | +9.8% | -19.0% | -12.1% |
| YTD | +63.3% | +12.0% | +51.3% | +56.8% |
| 1Y | +45.3% | +22.0% | +23.2% | +35.5% |
| 3Y | +3.7% | +107.6% | -103.9% | -16.4% |
| 5Y | -67.2% | +61.9% | -129.0% | -71.6% |
| All | -30.7% | +72.7% | -103.5% | -33.3% |
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 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