+39.3%
MTZ vs FSLY
+187.7%
-148.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.4% | -0.6% | +3.5% |
| 7D | +3.6% | +3.5% | +0.1% | +3.3% |
| 30D | -9.6% | -6.4% | -3.2% | -9.3% |
| 3M | -31.9% | +10.9% | -42.8% | -32.5% |
| 6M | -13.8% | +6.7% | -20.5% | -14.6% |
| YTD | +13.3% | +111.1% | -97.8% | +9.7% |
| 1Y | +39.3% | +185.8% | -146.5% | +36.2% |
| All | +39.3% | +187.7% | -148.4% | +36.2% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling