+33.0%
MET vs FSLY
+161.0%
-128.0%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.2% |
| 7D | +3.9% | -22.2% | +26.1% | +3.6% |
| 30D | +6.8% | -19.1% | +26.0% | +6.7% |
| 3M | +7.7% | -15.7% | +23.4% | +7.6% |
| 6M | +32.9% | -23.5% | +56.4% | +33.2% |
| YTD | +33.9% | +106.6% | -72.7% | +38.2% |
| 1Y | +33.0% | +164.3% | -131.2% | +39.5% |
| All | +33.0% | +161.0% | -128.0% | +39.5% |
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