+301.0%
MARA vs FSLY
0.0%
+301.1%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.4% | +0.2% | +3.0% |
| 7D | +15.6% | +3.5% | +12.2% | +14.3% |
| 30D | +17.2% | -6.4% | +23.6% | +17.0% |
| 3M | -14.2% | +10.9% | -25.0% | -20.8% |
| 6M | +47.7% | +6.7% | +41.0% | +22.2% |
| YTD | +31.7% | +111.1% | -79.4% | -28.3% |
| 1Y | -22.2% | +185.8% | -207.9% | -65.5% |
| 3Y | +8.4% | -6.6% | +15.0% | -31.4% |
| 5Y | -68.3% | -52.4% | -15.9% | -76.0% |
| All | +301.0% | 0.0% | +301.1% | +134.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling