+161.2%
MET vs FSLY
+7.7%
+153.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | +0.2% |
| 7D | -0.5% | +12.5% | -13.0% | -1.3% |
| 30D | +0.5% | -18.8% | +19.3% | +1.7% |
| 3M | +11.6% | +22.7% | -11.1% | +9.4% |
| 6M | +40.8% | -3.7% | +44.5% | +37.8% |
| YTD | +25.7% | +127.5% | -101.8% | +13.6% |
| 1Y | +24.4% | +193.5% | -169.2% | +9.0% |
| 3Y | +67.5% | -1.3% | +68.8% | +53.4% |
| 5Y | +85.8% | -47.3% | +133.2% | +68.8% |
| All | +161.2% | +7.7% | +153.5% | +72.9% |
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