+154.1%
MAR vs FSLY
-49.3%
+203.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.7% | -4.8% | +0.4% |
| 7D | -0.5% | +11.2% | -11.6% | -1.4% |
| 30D | -4.7% | -18.2% | +13.5% | -3.4% |
| 3M | -15.6% | +21.9% | -37.5% | -17.7% |
| 6M | +1.2% | +4.0% | -2.8% | -2.6% |
| YTD | +7.5% | +123.1% | -115.6% | -6.5% |
| 1Y | +26.6% | +196.9% | -170.2% | +4.8% |
| 3Y | +66.0% | -1.3% | +67.2% | +47.8% |
| 5Y | +154.1% | -50.2% | +204.3% | +115.4% |
| All | +154.1% | -49.3% | +203.4% | +115.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling