+56.6%
MNST vs FSLY
-13.5%
+70.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -0.5% |
| 7D | -6.5% | -10.6% | +4.1% | -6.3% |
| 30D | -7.2% | -20.9% | +13.7% | -6.9% |
| 3M | -1.0% | +3.4% | -4.4% | -1.3% |
| 6M | +11.5% | +2.7% | +8.7% | +10.5% |
| YTD | +14.3% | +102.3% | -88.0% | +10.7% |
| 1Y | +38.1% | +182.1% | -143.9% | +31.4% |
| All | +56.6% | -13.5% | +70.1% | +55.1% |
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 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