-23.7%
MARA vs FSLY
+210.9%
-234.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.0% | +2.8% | +4.7% |
| 7D | +5.9% | +12.5% | -6.6% | +5.0% |
| 30D | +24.3% | -18.8% | +43.1% | +25.8% |
| 3M | -12.0% | +22.7% | -34.6% | -13.9% |
| 6M | +40.1% | -3.7% | +43.8% | +36.9% |
| YTD | +33.4% | +127.5% | -94.1% | +23.9% |
| 1Y | -23.7% | +193.5% | -217.3% | -26.8% |
| All | -23.7% | +210.9% | -234.6% | -26.8% |
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 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