+191.5%
MAGS vs FSLY
+26.6%
+165.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -1.2% |
| 7D | +0.5% | -10.6% | +11.2% | +1.3% |
| 30D | +1.5% | -20.9% | +22.4% | +2.7% |
| 3M | +0.5% | +3.4% | -3.0% | -0.3% |
| 6M | +11.6% | +2.7% | +8.8% | +8.2% |
| YTD | +5.3% | +102.3% | -97.0% | -4.9% |
| 1Y | +14.9% | +182.1% | -167.2% | -1.6% |
| 3Y | +128.9% | -14.6% | +143.5% | +105.8% |
| All | +191.5% | +26.6% | +165.0% | +156.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling