+647.2%
MOD vs FSLY
-26.3%
+673.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.1% | +2.7% | +5.3% |
| 7D | -25.5% | -31.4% | +5.9% | -22.0% |
| 30D | -49.0% | -37.3% | -11.7% | -46.0% |
| 3M | -49.8% | -30.1% | -19.7% | -48.2% |
| 6M | -64.8% | -49.8% | -15.0% | -62.7% |
| YTD | -27.6% | +55.7% | -83.3% | -36.8% |
| 1Y | -35.2% | +44.5% | -79.7% | -42.9% |
| 3Y | +137.1% | -4.3% | +141.5% | +105.2% |
| 5Y | +760.3% | -68.2% | +828.5% | +652.1% |
| All | +647.2% | -26.3% | +673.5% | +423.6% |
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 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