-87.2%
MSTU vs FSLY
+161.0%
-248.1%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -0.2% | +10.5% | +10.4% |
| 7D | -4.8% | -22.2% | +17.3% | -1.4% |
| 30D | -29.6% | -19.1% | -10.4% | -27.3% |
| 3M | +69.4% | -15.7% | +85.1% | +72.5% |
| 6M | -62.2% | -23.5% | -38.8% | -61.9% |
| YTD | -61.1% | +106.6% | -167.7% | -64.6% |
| 1Y | -87.2% | +164.3% | -251.4% | -87.3% |
| All | -87.2% | +161.0% | -248.1% | -87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY 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 1y: compounded portfolio wealth divided by compounded FSLY 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…
1y analysis · Full analysis span regression · 6 months rolling