+177.6%
MET vs FSLY
-22.7%
+200.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.1% | +1.0% |
| 7D | +4.5% | +4.9% | -0.4% | +4.1% |
| 30D | +3.5% | -33.5% | +37.1% | +5.7% |
| 3M | +5.9% | -44.6% | +50.6% | +8.8% |
| 6M | +33.1% | -9.2% | +42.3% | +31.5% |
| YTD | +33.6% | +63.3% | -29.7% | +22.2% |
| 1Y | +32.7% | +45.3% | -12.6% | +22.4% |
| 3Y | +85.0% | +3.7% | +81.3% | +66.7% |
| 5Y | +85.6% | -67.2% | +152.7% | +72.7% |
| All | +177.6% | -22.7% | +200.3% | +86.1% |
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 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