+81.9%
MET vs FSLY
-52.1%
+134.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.4% | -6.5% | -2.4% |
| 7D | +1.1% | +3.5% | -2.3% | +0.9% |
| 30D | -2.3% | -6.4% | +4.1% | -2.2% |
| 3M | +13.9% | +10.9% | +3.0% | +12.4% |
| 6M | +34.8% | +6.7% | +28.1% | +30.9% |
| YTD | +23.5% | +111.1% | -87.6% | +12.3% |
| 1Y | +23.4% | +185.8% | -162.4% | +7.8% |
| 3Y | +64.9% | -6.6% | +71.4% | +51.3% |
| All | +81.9% | -52.1% | +134.0% | +67.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling