+152.1%
MAS vs FSLY
-28.5%
+180.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -26.9% | +23.4% | -1.5% |
| 7D | +4.6% | -40.0% | +44.6% | +8.1% |
| 30D | +19.9% | -39.7% | +59.6% | +23.4% |
| 3M | +8.9% | -40.9% | +49.8% | +11.4% |
| 6M | +20.2% | -52.5% | +72.6% | +23.5% |
| YTD | +33.9% | +51.1% | -17.2% | +20.1% |
| 1Y | +34.7% | +90.6% | -55.9% | +17.0% |
| 3Y | +60.4% | -12.4% | +72.8% | +43.2% |
| 5Y | +43.5% | -69.1% | +112.6% | +28.0% |
| All | +152.1% | -28.5% | +180.6% | +85.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling