+136.9%
MARA vs FSLY
-22.7%
+159.6%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.3% | +0.4% | -1.7% |
| 7D | +10.1% | +4.9% | +5.2% | +8.3% |
| 30D | -15.1% | -33.5% | +18.5% | -2.3% |
| 3M | -24.1% | -44.6% | +20.5% | -9.9% |
| 6M | -45.2% | -9.2% | -35.9% | -47.7% |
| YTD | -22.2% | +63.3% | -85.4% | -55.1% |
| 1Y | -45.3% | +45.3% | -90.6% | -66.9% |
| 3Y | -23.9% | +3.7% | -27.6% | -56.8% |
| 5Y | -90.8% | -67.2% | -23.6% | -92.3% |
| All | +136.9% | -22.7% | +159.6% | +46.7% |
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 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