+1,540.0%
MTSI vs FSLY
-22.7%
+1,562.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.3% | -2.3% | -5.0% |
| 7D | +10.0% | +4.9% | +5.1% | +9.2% |
| 30D | -20.3% | -33.5% | +13.2% | -14.1% |
| 3M | -24.4% | -44.6% | +20.2% | -16.9% |
| 6M | -39.2% | -9.2% | -29.9% | -39.5% |
| YTD | +35.5% | +63.3% | -27.8% | +8.2% |
| 1Y | +43.0% | +45.3% | -2.2% | +16.7% |
| 3Y | +196.3% | +3.7% | +192.5% | +133.0% |
| 5Y | +210.0% | -67.2% | +277.2% | +171.1% |
| All | +1,540.0% | -22.7% | +1,562.7% | +899.2% |
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