+721.0%
MOD vs FSLY
-25.7%
+746.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.8% | +9.1% | +9.8% |
| 7D | -13.9% | -22.4% | +8.5% | -11.3% |
| 30D | -41.5% | -45.5% | +3.9% | -36.9% |
| 3M | -45.7% | -30.4% | -15.3% | -43.9% |
| 6M | -61.1% | -22.1% | -39.0% | -60.6% |
| YTD | -20.5% | +57.0% | -77.5% | -30.7% |
| 1Y | -32.1% | +38.2% | -70.4% | -39.8% |
| 3Y | +146.5% | -2.5% | +149.0% | +112.8% |
| 5Y | +812.7% | -68.8% | +881.6% | +698.8% |
| All | +721.0% | -25.7% | +746.6% | +474.7% |
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 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