+73.1%
MA vs FSLY
-55.9%
+129.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -1.0% |
| 7D | -2.7% | -10.6% | +7.9% | -2.1% |
| 30D | +1.5% | -20.9% | +22.4% | +2.5% |
| 3M | +20.4% | +3.4% | +17.0% | +19.4% |
| 6M | +11.1% | +2.7% | +8.4% | +7.7% |
| YTD | +2.0% | +102.3% | -100.3% | -7.8% |
| 1Y | -2.2% | +182.1% | -184.2% | -15.3% |
| 3Y | +41.9% | -14.6% | +56.5% | +32.5% |
| All | +73.1% | -55.9% | +129.0% | +61.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling