+412.1%
MTZ vs FSLY
-4.2%
+416.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.5% | +4.6% | +2.4% |
| 7D | -1.6% | -10.6% | +9.1% | -0.5% |
| 30D | -11.1% | -20.9% | +9.8% | -9.4% |
| 3M | -36.7% | +3.4% | -40.1% | -37.4% |
| 6M | -21.9% | +2.7% | -24.7% | -24.6% |
| YTD | +9.1% | +102.3% | -93.1% | -3.8% |
| 1Y | +30.0% | +182.1% | -152.1% | +9.2% |
| 3Y | +138.5% | -14.6% | +153.0% | +115.1% |
| 5Y | +158.3% | -55.9% | +214.2% | +130.5% |
| All | +412.1% | -4.2% | +416.3% | +253.3% |
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 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