+164.3%
FSLY vs MTCH
+27.4%
+136.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.4% | -4.6% | -0.3% |
| 7D | -22.2% | -4.4% | -17.8% | -22.0% |
| 30D | -19.1% | -0.3% | -18.8% | -19.3% |
| 3M | -15.7% | -2.0% | -13.7% | -15.6% |
| 6M | -23.5% | +6.4% | -29.9% | -24.7% |
| YTD | +106.6% | +27.3% | +79.3% | +117.8% |
| 1Y | +164.3% | +30.3% | +133.9% | +176.2% |
| All | +164.3% | +27.4% | +136.8% | +176.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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