+697.1%
MOD vs FSLY
-24.5%
+721.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.6% | -4.5% | -3.1% |
| 7D | -17.8% | -22.9% | +5.1% | -15.2% |
| 30D | -43.2% | -44.6% | +1.3% | -38.9% |
| 3M | -46.0% | -41.5% | -4.6% | -42.8% |
| 6M | -62.2% | -20.8% | -41.4% | -61.8% |
| YTD | -22.8% | +59.5% | -82.3% | -32.8% |
| 1Y | -35.5% | +36.1% | -71.6% | -42.6% |
| 3Y | +128.2% | -1.0% | +129.2% | +96.6% |
| 5Y | +791.6% | -66.9% | +858.6% | +676.4% |
| All | +697.1% | -24.5% | +721.6% | +456.8% |
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