+194.5%
MTUM vs FSLY
+5.6%
+188.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.7% | -5.5% | -0.3% |
| 7D | +4.1% | +11.2% | -7.0% | +3.1% |
| 30D | +0.6% | -18.2% | +18.8% | +2.3% |
| 3M | -0.6% | +21.9% | -22.5% | -3.2% |
| 6M | +25.3% | +4.0% | +21.3% | +21.1% |
| YTD | +23.8% | +123.1% | -99.3% | +8.6% |
| 1Y | +25.4% | +196.9% | -171.5% | +5.3% |
| 3Y | +117.3% | -1.3% | +118.5% | +94.8% |
| 5Y | +79.7% | -50.2% | +129.9% | +62.5% |
| All | +194.5% | +5.6% | +188.9% | +116.7% |
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 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