+43.3%
MA vs FSLY
-13.5%
+56.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -1.1% |
| 7D | -2.7% | -10.6% | +7.9% | -2.6% |
| 30D | +1.5% | -20.9% | +22.4% | +1.7% |
| 3M | +20.4% | +3.4% | +17.0% | +20.1% |
| 6M | +11.1% | +2.7% | +8.4% | +9.9% |
| YTD | +2.0% | +102.3% | -100.3% | -1.6% |
| 1Y | -2.2% | +182.1% | -184.2% | -7.7% |
| All | +43.3% | -13.5% | +56.8% | +36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling