-14.2%
FSLY vs MUB
+11.4%
-25.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.6% |
| 7D | -10.6% | -0.9% | -9.8% | -9.4% |
| 30D | -20.9% | -1.4% | -19.5% | -19.1% |
| 3M | +3.4% | -2.2% | +5.6% | +7.0% |
| 6M | +2.7% | -1.9% | +4.6% | +6.0% |
| YTD | +102.3% | -0.8% | +103.0% | +105.7% |
| 1Y | +182.1% | +2.7% | +179.3% | +174.4% |
| 3Y | -14.6% | +8.6% | -23.1% | -23.4% |
| 5Y | -55.9% | +2.0% | -57.9% | -58.8% |
| All | -14.2% | +11.4% | -25.6% | +2.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling