+14.3%
MAGS vs FSLY
+196.5%
-182.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -1.8% | +7.5% | -9.3% | -1.9% |
| 30D | +1.1% | -21.1% | +22.2% | +1.3% |
| 3M | +7.7% | +21.8% | -14.0% | +7.5% |
| 6M | +11.7% | -0.1% | +11.8% | +11.4% |
| YTD | +4.9% | +123.1% | -118.2% | +5.5% |
| 1Y | +14.3% | +208.6% | -194.2% | +14.2% |
| All | +14.3% | +196.5% | -182.1% | +14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling