+118.6%
MAS vs FSLY
-4.2%
+122.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.5% | +4.3% | +2.0% |
| 7D | -0.8% | -10.6% | +9.9% | +0.1% |
| 30D | -5.6% | -20.9% | +15.3% | -4.3% |
| 3M | +4.4% | +3.4% | +1.0% | +3.3% |
| 6M | +7.2% | +2.7% | +4.5% | +3.5% |
| YTD | +16.1% | +102.3% | -86.2% | +3.2% |
| 1Y | +0.1% | +182.1% | -182.0% | -14.9% |
| 3Y | +28.3% | -14.6% | +42.9% | +16.7% |
| 5Y | +30.5% | -55.9% | +86.4% | +14.8% |
| All | +118.6% | -4.2% | +122.9% | +59.0% |
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 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