+175.5%
MET vs FSLY
-20.0%
+195.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.0% |
| 7D | +2.1% | +11.8% | -9.6% | +1.4% |
| 30D | +1.8% | -36.5% | +38.4% | +4.2% |
| 3M | +6.0% | -39.7% | +45.8% | +8.3% |
| 6M | +31.1% | -9.7% | +40.8% | +29.7% |
| YTD | +32.6% | +68.9% | -36.3% | +21.1% |
| 1Y | +30.5% | +44.5% | -14.0% | +20.5% |
| 3Y | +83.6% | +4.8% | +78.7% | +65.3% |
| 5Y | +84.2% | -66.0% | +150.2% | +71.1% |
| All | +175.5% | -20.0% | +195.6% | +84.3% |
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 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