+5.4%
MOD vs FSLY
+41.1%
-35.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -3.3% | +31.2% | +28.2% |
| 7D | +40.4% | +4.9% | +35.6% | +39.6% |
| 30D | -14.0% | -33.5% | +19.5% | -10.9% |
| 3M | -33.3% | -44.6% | +11.3% | -30.3% |
| 6M | -51.4% | -9.2% | -42.2% | -51.0% |
| YTD | +1.6% | +63.3% | -61.7% | +5.9% |
| 1Y | +5.4% | +45.3% | -39.9% | +13.0% |
| All | +5.4% | +41.1% | -35.7% | +13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling