+204.4%
FSLY vs MULL
+2,481.0%
-2,276.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.0% | +7.4% | +4.9% |
| 7D | +3.5% | +14.0% | -10.5% | +0.9% |
| 30D | -6.4% | +24.8% | -31.2% | -10.5% |
| 3M | +10.9% | -16.1% | +27.0% | +4.2% |
| 6M | +6.7% | +330.9% | -324.2% | -32.1% |
| YTD | +111.1% | +545.0% | -433.9% | +18.2% |
| 1Y | +185.8% | +2,427.1% | -2,241.4% | +6.4% |
| All | +204.4% | +2,481.0% | -2,276.7% | -0.5% |
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