+1,391.0%
MTSI vs FSLY
-26.3%
+1,417.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +3.1% | +7.8% | +10.3% |
| 7D | -10.0% | -31.4% | +21.4% | -3.6% |
| 30D | -37.2% | -37.3% | +0.1% | -31.7% |
| 3M | -30.1% | -30.1% | +0.1% | -26.6% |
| 6M | -31.9% | -49.8% | +17.9% | -26.9% |
| YTD | +23.2% | +55.7% | -32.5% | -0.9% |
| 1Y | +26.4% | +44.5% | -18.1% | +3.0% |
| 3Y | +186.2% | -4.3% | +190.5% | +128.3% |
| 5Y | +187.0% | -68.2% | +255.2% | +152.2% |
| All | +1,391.0% | -26.3% | +1,417.3% | +815.4% |
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