+161.1%
MAS vs FSLY
-2.2%
+163.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.2% | +5.8% | +5.7% |
| 7D | +14.2% | -22.2% | +36.3% | +16.1% |
| 30D | +26.8% | -19.1% | +45.9% | +28.2% |
| 3M | +13.1% | -15.7% | +28.8% | +13.0% |
| 6M | +27.9% | -23.5% | +51.4% | +27.0% |
| YTD | +38.7% | +106.6% | -68.0% | +21.9% |
| 1Y | +40.4% | +164.3% | -123.9% | +19.4% |
| 3Y | +66.1% | +19.8% | +46.3% | +45.4% |
| 5Y | +47.4% | -61.3% | +108.7% | +29.6% |
| All | +161.1% | -2.2% | +163.3% | +87.7% |
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