+205.3%
FSLY vs MSTZ
-99.2%
+304.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +8.2% | -3.8% | +5.0% |
| 7D | +3.5% | -25.4% | +28.8% | +1.8% |
| 30D | -6.4% | -60.9% | +54.5% | -11.3% |
| 3M | +10.9% | -54.2% | +65.1% | +8.6% |
| 6M | +6.7% | -65.0% | +71.7% | +4.9% |
| YTD | +111.1% | -76.5% | +187.6% | +108.9% |
| 1Y | +185.8% | -23.4% | +209.2% | +218.9% |
| All | +205.3% | -99.2% | +304.5% | +173.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling