+185.4%
MNST vs FSLY
-19.7%
+205.1%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.3% | -6.1% | -0.2% |
| 7D | -6.9% | -17.9% | +11.1% | -6.1% |
| 30D | +3.7% | -34.7% | +38.4% | +5.6% |
| 3M | -0.3% | -40.0% | +39.7% | +1.5% |
| 6M | +5.1% | -11.8% | +16.9% | +4.1% |
| YTD | +18.4% | +69.5% | -51.1% | +9.1% |
| 1Y | +26.3% | +44.0% | -17.7% | +17.6% |
| 3Y | +64.3% | +5.2% | +59.0% | +49.6% |
| 5Y | +96.8% | -65.6% | +162.4% | +85.5% |
| All | +185.4% | -19.7% | +205.1% | +113.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling