+192.4%
MTUM vs FSLY
+7.7%
+184.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.7% | +1.1% |
| 7D | +0.7% | +12.5% | -11.8% | -0.4% |
| 30D | -2.4% | -18.8% | +16.4% | -0.8% |
| 3M | -3.6% | +22.7% | -26.3% | -6.1% |
| 6M | +23.7% | -3.7% | +27.4% | +20.3% |
| YTD | +22.9% | +127.5% | -104.6% | +7.6% |
| 1Y | +21.8% | +193.5% | -171.8% | +2.5% |
| 3Y | +114.4% | -1.3% | +115.8% | +92.4% |
| 5Y | +79.6% | -47.3% | +126.9% | +61.5% |
| All | +192.4% | +7.7% | +184.7% | +114.7% |
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