+182.1%
FSLY vs MTCH
+13.9%
+168.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -2.3% |
| 7D | -10.6% | +0.7% | -11.3% | -10.7% |
| 30D | -20.9% | +9.7% | -30.6% | -22.6% |
| 3M | +3.4% | +21.1% | -17.7% | -2.8% |
| 6M | +2.7% | +37.5% | -34.7% | +1.4% |
| YTD | +102.3% | +31.9% | +70.3% | +102.7% |
| 1Y | +182.1% | +14.6% | +167.5% | +194.4% |
| All | +182.1% | +13.9% | +168.1% | +194.4% |
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