+949.2%
MOD vs FSLY
-22.7%
+971.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -3.3% | +31.2% | +28.3% |
| 7D | +40.4% | +4.9% | +35.6% | +39.4% |
| 30D | -14.0% | -33.5% | +19.5% | -9.7% |
| 3M | -33.3% | -44.6% | +11.3% | -28.9% |
| 6M | -51.4% | -9.2% | -42.2% | -51.7% |
| YTD | +1.6% | +63.3% | -61.7% | -12.0% |
| 1Y | +5.4% | +45.3% | -39.9% | -7.3% |
| 3Y | +191.0% | +3.7% | +187.2% | +148.9% |
| 5Y | +1,093.1% | -67.2% | +1,160.3% | +936.7% |
| All | +949.2% | -22.7% | +971.9% | +629.8% |
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