+243.5%
MAR vs FSLY
-20.0%
+263.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.6% | -1.0% |
| 7D | +1.8% | +11.8% | -10.0% | +1.0% |
| 30D | +14.3% | -36.5% | +50.9% | +17.2% |
| 3M | +20.0% | -39.7% | +59.8% | +22.8% |
| 6M | +21.7% | -9.7% | +31.4% | +20.2% |
| YTD | +37.7% | +68.9% | -31.2% | +24.2% |
| 1Y | +46.8% | +44.5% | +2.4% | +34.1% |
| 3Y | +121.0% | +4.8% | +116.2% | +97.0% |
| 5Y | +183.1% | -66.0% | +249.1% | +153.1% |
| All | +243.5% | -20.0% | +263.5% | +161.5% |
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