+275.9%
MTZ vs FSLY
-26.3%
+302.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +3.1% | +6.5% | +9.2% |
| 7D | -6.4% | -31.4% | +25.0% | -3.3% |
| 30D | -22.1% | -37.3% | +15.2% | -19.1% |
| 3M | -32.7% | -30.1% | -2.6% | -31.4% |
| 6M | -59.8% | -49.8% | -10.0% | -58.3% |
| YTD | -19.9% | +55.7% | -75.6% | -28.5% |
| 1Y | -11.5% | +44.5% | -56.0% | -20.4% |
| 3Y | +258.1% | -4.3% | +262.4% | +216.7% |
| 5Y | +85.5% | -68.2% | +153.7% | +68.9% |
| All | +275.9% | -26.3% | +302.1% | +162.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling