+1,405.5%
MOD vs FSLY
-4.2%
+1,409.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.5% | +6.8% | +4.6% |
| 7D | +9.6% | -10.6% | +20.2% | +11.1% |
| 30D | 0.0% | -20.9% | +20.9% | +2.5% |
| 3M | -35.4% | +3.4% | -38.8% | -36.2% |
| 6M | -7.3% | +2.7% | -10.0% | -11.0% |
| YTD | +45.8% | +102.3% | -56.5% | +24.2% |
| 1Y | +43.1% | +182.1% | -138.9% | +14.7% |
| 3Y | +297.7% | -14.6% | +312.2% | +249.9% |
| 5Y | +1,478.8% | -55.9% | +1,534.7% | +1,239.0% |
| All | +1,405.5% | -4.2% | +1,409.7% | +929.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling