+45.0%
FSLY vs MSTZ
-58.1%
+103.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.2% | +8.5% | +6.0% |
| 7D | -17.9% | +31.0% | -49.0% | -14.5% |
| 30D | -34.7% | +34.0% | -68.7% | -31.0% |
| 3M | -40.0% | -67.7% | +27.7% | -41.0% |
| 6M | -11.8% | -14.9% | +3.1% | -2.5% |
| YTD | +69.5% | -79.1% | +148.6% | +75.0% |
| All | +45.0% | -58.1% | +103.1% | +57.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling