-47.3%
FSLY vs MTCH
-73.3%
+26.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.6% | +1.1% |
| 7D | +12.5% | +1.3% | +11.2% | +11.6% |
| 30D | -18.8% | +15.9% | -34.7% | -26.8% |
| 3M | +22.7% | +23.3% | -0.6% | +5.2% |
| 6M | -3.7% | +40.1% | -43.8% | -22.1% |
| YTD | +127.5% | +33.6% | +93.9% | +86.2% |
| 1Y | +193.5% | +14.1% | +179.5% | +165.5% |
| 3Y | -1.3% | +1.4% | -2.7% | -9.7% |
| All | -47.3% | -73.3% | +26.0% | +35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling