+1,800.7%
MTSI vs FSLY
-4.2%
+1,804.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.5% | +6.0% | +3.9% |
| 7D | +1.4% | -10.6% | +12.0% | +3.3% |
| 30D | +2.1% | -20.9% | +23.0% | +5.1% |
| 3M | -29.7% | +3.4% | -33.1% | -31.2% |
| 6M | +12.5% | +2.7% | +9.8% | +4.0% |
| YTD | +57.0% | +102.3% | -45.2% | +21.5% |
| 1Y | +103.9% | +182.1% | -78.1% | +45.3% |
| 3Y | +223.6% | -14.6% | +238.1% | +167.0% |
| 5Y | +321.6% | -55.9% | +377.5% | +250.5% |
| All | +1,800.7% | -4.2% | +1,804.9% | +1,022.2% |
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 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