+306.1%
MARA vs FSLY
+7.7%
+298.4%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.0% | +2.8% | +4.1% |
| 7D | +5.9% | +12.5% | -6.6% | +1.4% |
| 30D | +24.3% | -18.8% | +43.1% | +32.7% |
| 3M | -12.0% | +22.7% | -34.6% | -21.8% |
| 6M | +40.1% | -3.7% | +43.8% | +21.2% |
| YTD | +33.4% | +127.5% | -94.1% | -29.4% |
| 1Y | -23.7% | +193.5% | -217.3% | -66.3% |
| 3Y | +19.0% | -1.3% | +20.3% | -26.0% |
| 5Y | -66.5% | -47.3% | -19.1% | -75.6% |
| All | +306.1% | +7.7% | +298.4% | +130.7% |
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