-66.4%
MOD vs FSLY
-47.2%
-19.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -26.9% | +19.6% | -2.3% |
| 7D | -34.2% | -40.0% | +5.9% | -28.2% |
| 30D | -51.9% | -39.7% | -12.2% | -47.6% |
| 3M | -53.0% | -40.9% | -12.1% | -49.1% |
| 6M | -66.4% | -52.5% | -13.9% | -62.3% |
| All | -66.4% | -47.2% | -19.2% | -62.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling