+222.6%
FSLY vs MSTZ
-99.2%
+321.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.5% | +0.2% | +6.1% |
| 7D | +11.2% | -23.6% | +34.7% | +9.6% |
| 30D | -18.2% | -60.7% | +42.6% | -22.4% |
| 3M | +21.9% | -58.3% | +80.2% | +18.3% |
| 6M | +4.0% | -60.0% | +64.0% | +3.3% |
| YTD | +123.1% | -75.2% | +198.3% | +121.6% |
| 1Y | +196.9% | -19.9% | +216.7% | +232.4% |
| All | +222.6% | -99.2% | +321.7% | +189.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling