+88.5%
MA vs FSLY
-67.3%
+155.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.3% | +4.6% | +1.5% |
| 7D | +1.3% | +4.9% | -3.6% | +1.0% |
| 30D | +9.6% | -33.5% | +43.1% | +11.5% |
| 3M | +16.8% | -44.6% | +61.4% | +19.5% |
| 6M | +35.2% | -9.2% | +44.4% | +33.6% |
| YTD | +16.6% | +63.3% | -46.7% | +5.8% |
| 1Y | +19.8% | +45.3% | -25.5% | +9.8% |
| 3Y | +70.7% | +3.7% | +66.9% | +52.0% |
| All | +88.5% | -67.3% | +155.8% | +92.6% |
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