+981.1%
MRVL vs FSLY
+7.7%
+973.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.0% | +2.0% | +3.6% |
| 7D | +5.6% | +12.5% | -6.9% | +3.0% |
| 30D | +8.8% | -18.8% | +27.6% | +12.8% |
| 3M | -15.9% | +22.7% | -38.5% | -21.0% |
| 6M | +161.3% | -3.7% | +165.0% | +147.2% |
| YTD | +178.2% | +127.5% | +50.7% | +104.9% |
| 1Y | +255.3% | +193.5% | +61.8% | +139.5% |
| 3Y | +323.1% | -1.3% | +324.4% | +234.6% |
| 5Y | +293.2% | -47.3% | +340.5% | +207.4% |
| All | +981.1% | +7.7% | +973.4% | +555.0% |
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 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