+1,525.4%
MTSI vs FSLY
-25.7%
+1,551.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.8% | +8.2% | +8.9% |
| 7D | +3.5% | -22.4% | +25.9% | +8.6% |
| 30D | -30.3% | -45.5% | +15.1% | -22.3% |
| 3M | -26.0% | -30.4% | +4.4% | -22.2% |
| 6M | -36.1% | -22.1% | -14.0% | -34.8% |
| YTD | +34.3% | +57.0% | -22.7% | +7.9% |
| 1Y | +35.3% | +38.2% | -3.0% | +11.4% |
| 3Y | +217.6% | -2.5% | +220.1% | +152.6% |
| 5Y | +210.1% | -68.8% | +278.9% | +173.6% |
| All | +1,525.4% | -25.7% | +1,551.1% | +896.5% |
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 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