+290.4%
MTZ vs FSLY
-24.5%
+314.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.6% | -6.0% | -4.5% |
| 7D | -8.7% | -22.9% | +14.2% | -6.6% |
| 30D | -15.0% | -44.6% | +29.6% | -10.5% |
| 3M | -32.6% | -41.5% | +8.9% | -29.9% |
| 6M | -56.3% | -20.8% | -35.5% | -56.3% |
| YTD | -16.8% | +59.5% | -76.3% | -25.9% |
| 1Y | -10.0% | +36.1% | -46.2% | -18.6% |
| 3Y | +267.1% | -1.0% | +268.1% | +223.5% |
| 5Y | +89.9% | -66.9% | +156.8% | +72.2% |
| All | +290.4% | -24.5% | +314.9% | +172.2% |
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 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