+431.5%
MTZ vs FSLY
0.0%
+431.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.4% | -0.6% | +3.3% |
| 7D | +3.6% | +3.5% | +0.1% | +3.2% |
| 30D | -9.6% | -6.4% | -3.2% | -9.4% |
| 3M | -31.9% | +10.9% | -42.8% | -33.1% |
| 6M | -13.8% | +6.7% | -20.5% | -17.0% |
| YTD | +13.3% | +111.1% | -97.8% | -0.6% |
| 1Y | +39.3% | +185.8% | -146.5% | +16.9% |
| 3Y | +168.3% | -6.6% | +174.9% | +140.0% |
| 5Y | +166.4% | -52.4% | +218.8% | +136.0% |
| All | +431.5% | 0.0% | +431.5% | +265.1% |
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