+206.9%
MTSI vs FSLY
-67.3%
+274.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -14.2% |
| 3M | -24.4% | -44.6% | +20.2% | -17.1% |
| 6M | -39.2% | -9.2% | -29.9% | -39.4% |
| YTD | +35.5% | +63.3% | -27.8% | +7.6% |
| 1Y | +43.0% | +45.3% | -2.2% | +16.3% |
| 3Y | +196.3% | +3.7% | +192.5% | +129.0% |
| All | +206.9% | -67.3% | +274.1% | +148.9% |
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