+145.2%
FSLY vs MSTZ
-99.3%
+244.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.2% | +8.5% | +6.1% |
| 7D | -17.9% | +31.0% | -49.0% | -15.2% |
| 30D | -34.7% | +34.0% | -68.7% | -31.6% |
| 3M | -40.0% | -67.7% | +27.7% | -41.9% |
| 6M | -11.8% | -14.9% | +3.1% | -5.2% |
| YTD | +69.5% | -79.1% | +148.6% | +72.3% |
| 1Y | +44.0% | -58.9% | +102.9% | +55.8% |
| All | +145.2% | -99.3% | +244.5% | +125.4% |
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