+95.0%
MTZ vs FSLY
-67.3%
+162.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.1% | -0.9% |
| 7D | +5.0% | +4.9% | +0.1% | +4.4% |
| 30D | -6.0% | -33.5% | +27.5% | -2.5% |
| 3M | -36.1% | -44.6% | +8.5% | -32.9% |
| 6M | -56.9% | -9.2% | -47.6% | -57.5% |
| YTD | -15.9% | +63.3% | -79.2% | -26.5% |
| 1Y | -3.8% | +45.3% | -49.1% | -14.8% |
| 3Y | +272.3% | +3.7% | +268.5% | +218.2% |
| All | +95.0% | -67.3% | +162.3% | +74.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling