+148.1%
MGY vs FSLY
0.0%
+148.2%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.4% | -2.1% | +2.0% |
| 7D | -0.9% | +3.5% | -4.4% | -1.1% |
| 30D | +10.1% | -6.4% | +16.5% | +10.2% |
| 3M | -1.5% | +10.9% | -12.4% | -2.8% |
| 6M | -4.9% | +6.7% | -11.6% | -7.9% |
| YTD | +27.7% | +111.1% | -83.4% | +15.3% |
| 1Y | +20.1% | +185.8% | -165.7% | +4.4% |
| 3Y | +24.9% | -6.6% | +31.4% | +13.7% |
| 5Y | +91.6% | -52.4% | +144.0% | +72.9% |
| All | +148.1% | 0.0% | +148.2% | +76.6% |
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