-58.7%
MARA vs FSLY
+161.0%
-219.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.0% |
| 7D | -6.5% | -22.2% | +15.6% | -4.8% |
| 30D | -38.5% | -19.1% | -19.4% | -37.6% |
| 3M | -41.5% | -15.7% | -25.8% | -41.1% |
| 6M | -41.9% | -23.5% | -18.4% | -42.0% |
| YTD | -23.5% | +106.6% | -130.1% | -27.4% |
| 1Y | -58.7% | +164.3% | -222.9% | -60.2% |
| All | -58.7% | +161.0% | -219.6% | -60.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling