-5.3%
FSLY vs MTCH
-41.4%
+36.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.7% | +5.0% | +5.3% |
| 7D | +11.2% | -2.4% | +13.5% | +12.5% |
| 30D | -18.2% | +12.8% | -31.0% | -23.8% |
| 3M | +21.9% | +20.0% | +1.9% | +9.2% |
| 6M | +4.0% | +34.7% | -30.7% | -10.6% |
| YTD | +123.1% | +30.6% | +92.5% | +92.0% |
| 1Y | +196.9% | +10.9% | +185.9% | +177.8% |
| 3Y | -1.3% | -2.0% | +0.8% | -6.3% |
| 5Y | -50.2% | -72.6% | +22.4% | -14.7% |
| All | -5.3% | -41.4% | +36.0% | +28.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling