+122.0%
MAGS vs FSLY
+2.5%
+119.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | -0.1% |
| 7D | +1.7% | +4.9% | -3.2% | +1.3% |
| 30D | -5.8% | -33.5% | +27.7% | -3.6% |
| 3M | +0.2% | -44.6% | +44.9% | +3.2% |
| 6M | -2.7% | -9.2% | +6.6% | -3.2% |
| YTD | +4.1% | +63.3% | -59.2% | -4.6% |
| 1Y | +7.5% | +45.3% | -37.8% | -0.3% |
| 3Y | +122.0% | +3.7% | +118.3% | +92.6% |
| All | +122.0% | +2.5% | +119.5% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling