+135.4%
FSLY vs MULL
+1,230.7%
-1,095.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.2% | +1.9% | -2.3% |
| 7D | +4.9% | +24.5% | -19.7% | -0.1% |
| 30D | -33.5% | -35.5% | +2.0% | -28.0% |
| 3M | -44.6% | -44.8% | +0.2% | -39.3% |
| 6M | -9.2% | -45.5% | +36.2% | -11.3% |
| YTD | +63.3% | +232.5% | -169.3% | +1.9% |
| 1Y | +45.3% | +343.3% | -298.0% | -17.5% |
| All | +135.4% | +1,230.7% | -1,095.3% | -14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling