+114.4%
MTUM vs FSLY
+1.6%
+112.9%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.7% | +1.2% |
| 7D | +0.7% | +12.5% | -11.8% | 0.0% |
| 30D | -2.4% | -18.8% | +16.4% | -1.3% |
| 3M | -3.6% | +22.7% | -26.3% | -5.2% |
| 6M | +23.7% | -3.7% | +27.4% | +21.6% |
| YTD | +22.9% | +127.5% | -104.6% | +13.8% |
| 1Y | +21.8% | +193.5% | -171.8% | +9.3% |
| 3Y | +114.4% | -1.3% | +115.8% | +98.4% |
| All | +114.4% | +1.6% | +112.9% | +98.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling