+221.7%
FSLY vs MULL
+2,620.5%
-2,398.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.4% | +0.3% | +4.7% |
| 7D | +11.2% | +14.8% | -3.6% | +8.3% |
| 30D | -18.2% | +36.6% | -54.7% | -22.9% |
| 3M | +21.9% | -8.9% | +30.8% | +12.8% |
| 6M | +4.0% | +311.9% | -307.9% | -33.1% |
| YTD | +123.1% | +579.8% | -456.8% | +23.8% |
| 1Y | +196.9% | +2,421.5% | -2,224.7% | +11.2% |
| All | +221.7% | +2,620.5% | -2,398.8% | +4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling