-28.1%
FSLY vs MTB
+72.0%
-100.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.2% | +6.5% | +6.3% |
| 7D | -17.9% | -2.0% | -16.0% | -17.2% |
| 30D | -34.7% | +0.1% | -34.8% | -34.6% |
| 3M | -40.0% | -12.1% | -27.9% | -37.2% |
| 6M | -11.8% | +7.3% | -19.1% | -14.0% |
| YTD | +69.5% | +11.5% | +58.0% | +63.1% |
| 1Y | +44.0% | +21.3% | +22.7% | +34.6% |
| 3Y | +5.2% | +104.1% | -98.9% | -14.8% |
| 5Y | -65.6% | +61.8% | -127.4% | -70.2% |
| All | -28.1% | +72.0% | -100.1% | -30.6% |
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