+228.0%
FSLY vs MULL
+2,337.2%
-2,109.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.2% |
| 7D | +12.5% | -8.4% | +20.9% | +14.1% |
| 30D | -18.8% | +9.7% | -28.5% | -20.5% |
| 3M | +22.7% | -26.8% | +49.4% | +19.1% |
| 6M | -3.7% | +220.7% | -224.4% | -35.1% |
| YTD | +127.5% | +509.0% | -381.5% | +28.6% |
| 1Y | +193.5% | +1,739.5% | -1,546.0% | +18.5% |
| All | +228.0% | +2,337.2% | -2,109.1% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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