+222.6%
FSLY vs MSTZ
-99.1%
+321.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.6% | -6.6% | +0.5% |
| 7D | +7.5% | +24.8% | -17.3% | +9.4% |
| 30D | -21.1% | -59.2% | +38.1% | -24.9% |
| 3M | +21.8% | -56.9% | +78.6% | +18.4% |
| 6M | -0.1% | -57.6% | +57.5% | -0.4% |
| YTD | +123.1% | -73.6% | +196.7% | +122.8% |
| 1Y | +208.6% | -15.6% | +224.1% | +246.9% |
| All | +222.6% | -99.1% | +321.7% | +191.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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