+187.4%
MNST vs FSLY
-26.3%
+213.7%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.1% | -7.5% | -4.6% |
| 7D | -3.4% | -31.4% | +28.0% | -1.7% |
| 30D | +6.6% | -37.3% | +43.9% | +8.7% |
| 3M | -2.9% | -30.1% | +27.2% | -2.2% |
| 6M | +18.4% | -49.8% | +68.2% | +20.6% |
| YTD | +19.3% | +55.7% | -36.4% | +10.4% |
| 1Y | +37.9% | +44.5% | -6.6% | +28.2% |
| 3Y | +62.9% | -4.3% | +67.2% | +49.1% |
| 5Y | +99.6% | -68.2% | +167.8% | +88.8% |
| All | +187.4% | -26.3% | +213.7% | +115.6% |
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