+125.7%
MAGS vs FSLY
-0.4%
+126.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.7% | -5.3% | 0.0% |
| 7D | +0.8% | +11.2% | -10.3% | +0.1% |
| 30D | +0.4% | -18.2% | +18.6% | +1.5% |
| 3M | +5.6% | +21.9% | -16.3% | +3.6% |
| 6M | +12.3% | +4.0% | +8.3% | +9.0% |
| YTD | +5.1% | +123.1% | -118.0% | -5.5% |
| 1Y | +14.0% | +196.9% | -182.9% | -2.5% |
| All | +125.7% | -0.4% | +126.1% | +103.1% |
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