+62.9%
MNST vs FSLY
-9.9%
+72.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.1% | -7.5% | -4.4% |
| 7D | -3.4% | -31.4% | +28.0% | -3.1% |
| 30D | +6.6% | -37.3% | +43.9% | +7.0% |
| 3M | -2.9% | -30.1% | +27.2% | -2.9% |
| 6M | +18.4% | -49.8% | +68.2% | +18.7% |
| YTD | +19.3% | +55.7% | -36.4% | +16.9% |
| 1Y | +37.9% | +44.5% | -6.6% | +35.3% |
| 3Y | +62.9% | -4.3% | +67.2% | +53.3% |
| All | +62.9% | -9.9% | +72.8% | +53.3% |
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