-3.2%
FSLY vs MTCH
-2.2%
-1.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.4% |
| 7D | +7.5% | -1.4% | +9.0% | +8.1% |
| 30D | -21.1% | +13.6% | -34.7% | -25.5% |
| 3M | +21.8% | +22.4% | -0.6% | +10.7% |
| 6M | -0.1% | +37.2% | -37.3% | -11.2% |
| YTD | +123.1% | +31.8% | +91.3% | +99.6% |
| 1Y | +208.6% | +12.9% | +195.7% | +194.8% |
| All | -3.2% | -2.2% | -1.0% | -7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling