-33.4%
FSLY vs MUB
+12.8%
-46.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.8% | +0.7% |
| 7D | -22.4% | +1.0% | -23.5% | -23.8% |
| 30D | -45.5% | +3.9% | -49.3% | -48.6% |
| 3M | -30.4% | -0.4% | -30.0% | -30.2% |
| 6M | -22.1% | -0.6% | -21.5% | -21.5% |
| YTD | +57.0% | +0.4% | +56.6% | +56.5% |
| 1Y | +38.2% | +0.8% | +37.4% | +37.0% |
| 3Y | -2.5% | +11.3% | -13.8% | -15.8% |
| 5Y | -68.8% | +3.4% | -72.3% | -71.5% |
| All | -33.4% | +12.8% | -46.2% | -22.4% |
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