+280.4%
MRVL vs FSLY
-54.2%
+334.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.4% | -3.5% | -0.2% |
| 7D | +7.1% | +3.5% | +3.7% | +6.2% |
| 30D | +3.1% | -6.4% | +9.5% | +2.8% |
| 3M | -21.9% | +10.9% | -32.8% | -25.4% |
| 6M | +151.8% | +6.7% | +145.1% | +130.2% |
| YTD | +165.6% | +111.1% | +54.5% | +91.4% |
| 1Y | +242.3% | +185.8% | +56.5% | +117.2% |
| 3Y | +308.2% | -6.6% | +314.7% | +220.0% |
| 5Y | +280.4% | -52.4% | +332.8% | +187.8% |
| All | +280.4% | -54.2% | +334.6% | +187.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling