-45.2%
MARA vs FSLY
-13.8%
-31.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.3% | +0.4% | -2.1% |
| 7D | +10.1% | +4.9% | +5.2% | +8.9% |
| 30D | -15.1% | -33.5% | +18.5% | -8.3% |
| 3M | -24.1% | -44.6% | +20.5% | -16.7% |
| 6M | -45.2% | -9.2% | -35.9% | -48.2% |
| All | -45.2% | -13.8% | -31.3% | -48.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling