+64.1%
MNST vs FSLY
+6.0%
+58.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | -4.7% | +11.8% | -16.5% | -4.8% |
| 30D | +5.2% | -36.5% | +41.8% | +5.6% |
| 3M | -0.9% | -39.7% | +38.9% | -0.6% |
| 6M | +6.1% | -9.7% | +15.8% | +5.7% |
| YTD | +18.9% | +68.9% | -50.0% | +16.4% |
| 1Y | +29.3% | +44.5% | -15.1% | +27.1% |
| All | +64.1% | +6.0% | +58.1% | +54.7% |
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