+22.5%
MA vs FSLY
+161.0%
-138.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.2% | +4.1% | +3.9% |
| 7D | +10.2% | -22.2% | +32.4% | +9.7% |
| 30D | +19.3% | -19.1% | +38.5% | +18.9% |
| 3M | +18.0% | -15.7% | +33.7% | +17.9% |
| 6M | +33.7% | -23.5% | +57.2% | +33.9% |
| YTD | +18.6% | +106.6% | -88.0% | +21.2% |
| 1Y | +22.5% | +164.3% | -141.8% | +24.1% |
| All | +22.5% | +161.0% | -138.5% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY 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 FSLY 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