+0.1%
MAS vs FSLY
+181.7%
-181.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.5% | +4.3% | +1.8% |
| 7D | -0.8% | -10.6% | +9.9% | -0.7% |
| 30D | -5.6% | -20.9% | +15.3% | -5.4% |
| 3M | +4.4% | +3.4% | +1.0% | +4.4% |
| 6M | +7.2% | +2.7% | +4.5% | +6.9% |
| YTD | +16.1% | +102.3% | -86.2% | +14.4% |
| 1Y | +0.1% | +182.1% | -182.0% | -2.4% |
| All | +0.1% | +181.7% | -181.6% | -2.4% |
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