-14.3%
MTZ vs FSLY
+161.0%
-175.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | -0.2% | -15.2% | -15.4% |
| 7D | -7.4% | -22.2% | +14.8% | -6.2% |
| 30D | -23.6% | -19.1% | -4.5% | -22.9% |
| 3M | -38.3% | -15.7% | -22.6% | -38.1% |
| 6M | -60.6% | -23.5% | -37.1% | -60.5% |
| YTD | -22.9% | +106.6% | -129.5% | -24.9% |
| 1Y | -14.3% | +164.3% | -178.5% | -16.5% |
| All | -14.3% | +161.0% | -175.3% | -16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling