+166.2%
MAR vs FSLY
+5.6%
+160.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -2.1% | +7.5% | -9.6% | -2.6% |
| 30D | -5.7% | -21.1% | +15.4% | -4.3% |
| 3M | -14.6% | +21.8% | -36.4% | -16.4% |
| 6M | +1.3% | -0.1% | +1.5% | -1.4% |
| YTD | +6.7% | +123.1% | -116.4% | -4.7% |
| 1Y | +26.4% | +208.6% | -182.1% | +8.6% |
| 3Y | +64.7% | -1.3% | +66.0% | +49.3% |
| 5Y | +153.1% | -48.4% | +201.4% | +122.4% |
| All | +166.2% | +5.6% | +160.5% | +100.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling