+30.0%
MGY vs FSLY
+1.6%
+28.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | +0.1% |
| 7D | +3.5% | +12.5% | -8.9% | +3.1% |
| 30D | +5.3% | -18.8% | +24.1% | +5.9% |
| 3M | +2.6% | +22.7% | -20.0% | +1.4% |
| 6M | -3.3% | -3.7% | +0.4% | -4.6% |
| YTD | +29.2% | +127.5% | -98.3% | +21.2% |
| 1Y | +18.0% | +193.5% | -175.5% | +7.2% |
| 3Y | +30.0% | -1.3% | +31.3% | +8.4% |
| All | +30.0% | +1.6% | +28.4% | +8.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling