+92.3%
MA vs FSLY
-68.3%
+160.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.5% | -0.7% |
| 7D | +2.3% | -31.4% | +33.7% | +4.1% |
| 30D | +14.7% | -37.3% | +52.0% | +16.9% |
| 3M | +13.5% | -30.1% | +43.6% | +14.4% |
| 6M | +33.1% | -49.8% | +82.9% | +35.6% |
| YTD | +15.1% | +55.7% | -40.6% | +4.8% |
| 1Y | +18.7% | +44.5% | -25.8% | +8.7% |
| 3Y | +72.1% | -4.3% | +76.4% | +54.4% |
| All | +92.3% | -68.3% | +160.6% | +101.5% |
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