-68.0%
MARA vs FSLY
-50.4%
-17.6%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | -1.5% | +7.5% | -9.0% | -4.0% |
| 30D | +18.1% | -21.1% | +39.2% | +26.9% |
| 3M | -9.4% | +21.8% | -31.2% | -18.9% |
| 6M | +33.4% | -0.1% | +33.5% | +13.9% |
| YTD | +27.3% | +123.1% | -95.8% | -31.4% |
| 1Y | -27.9% | +208.6% | -236.5% | -69.2% |
| 3Y | +4.8% | -1.3% | +6.0% | -31.7% |
| 5Y | -68.0% | -48.4% | -19.7% | -72.8% |
| All | -68.0% | -50.4% | -17.6% | -72.8% |
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 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