+33.1%
MA vs FSLY
-49.7%
+82.8%
-8.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.5% | -0.4% |
| 7D | +2.3% | -31.4% | +33.7% | +1.3% |
| 30D | +14.7% | -37.3% | +52.0% | +13.4% |
| 3M | +13.5% | -30.1% | +43.6% | +13.2% |
| 6M | +33.1% | -49.8% | +82.9% | +30.7% |
| All | +33.1% | -49.7% | +82.8% | +30.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling