+162.5%
MET vs FSLY
-4.2%
+166.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -1.5% |
| 7D | +1.2% | -10.6% | +11.8% | +1.9% |
| 30D | +1.4% | -20.9% | +22.3% | +2.5% |
| 3M | +17.7% | +3.4% | +14.3% | +16.6% |
| 6M | +35.0% | +2.7% | +32.2% | +31.4% |
| YTD | +26.3% | +102.3% | -76.0% | +15.1% |
| 1Y | +22.8% | +182.1% | -159.2% | +7.7% |
| 3Y | +65.9% | -14.6% | +80.5% | +53.5% |
| 5Y | +85.4% | -55.9% | +141.3% | +70.5% |
| All | +162.5% | -4.2% | +166.7% | +75.2% |
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