-28.1%
FSLY vs MUB
+12.9%
-41.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.3% | +6.0% | +5.9% |
| 7D | -17.9% | +0.4% | -18.4% | -18.6% |
| 30D | -34.7% | +3.9% | -38.6% | -38.5% |
| 3M | -40.0% | -0.2% | -39.8% | -40.0% |
| 6M | -11.8% | -0.4% | -11.5% | -11.4% |
| YTD | +69.5% | +0.5% | +69.0% | +68.6% |
| 1Y | +44.0% | +0.7% | +43.3% | +42.9% |
| 3Y | +5.2% | +11.1% | -5.8% | -8.9% |
| 5Y | -65.6% | +3.7% | -69.3% | -68.6% |
| All | -28.1% | +12.9% | -41.0% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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