+923.6%
MRVL vs FSLY
-4.2%
+927.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -2.5% | +9.6% | +7.6% |
| 7D | +3.2% | -10.6% | +13.8% | +5.5% |
| 30D | +5.9% | -20.9% | +26.8% | +9.4% |
| 3M | -29.3% | +3.4% | -32.8% | -30.9% |
| 6M | +186.5% | +2.7% | +183.7% | +166.8% |
| YTD | +163.4% | +102.3% | +61.2% | +98.8% |
| 1Y | +249.5% | +182.1% | +67.4% | +136.5% |
| 3Y | +289.4% | -14.6% | +303.9% | +217.7% |
| 5Y | +270.2% | -55.9% | +326.1% | +199.7% |
| All | +923.6% | -4.2% | +927.9% | +535.7% |
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