+34.9%
MAS vs FSLY
+63.4%
-28.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.1% | -5.0% | -1.9% |
| 7D | +2.0% | -31.4% | +33.4% | +1.8% |
| 30D | +19.4% | -37.3% | +56.7% | +19.1% |
| 3M | +9.4% | -30.1% | +39.5% | +9.1% |
| 6M | +15.3% | -49.8% | +65.1% | +15.1% |
| YTD | +31.3% | +55.7% | -24.4% | +28.0% |
| 1Y | +34.9% | +44.5% | -9.6% | +32.3% |
| All | +34.9% | +63.4% | -28.5% | +32.3% |
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 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