+17.0%
MA vs FSLY
+41.0%
-24.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.2% |
| 7D | -0.5% | +11.8% | -12.3% | -0.3% |
| 30D | +7.9% | -36.5% | +44.4% | +7.1% |
| 3M | +16.8% | -39.7% | +56.5% | +15.9% |
| 6M | +31.0% | -9.7% | +40.7% | +31.4% |
| YTD | +15.0% | +68.9% | -53.8% | +18.0% |
| 1Y | +17.0% | +44.5% | -27.4% | +21.2% |
| All | +17.0% | +41.0% | -24.0% | +21.2% |
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