-88.0%
MSTU vs FSLY
+213.8%
-301.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.0% | +1.6% | +3.1% |
| 7D | -16.6% | +12.5% | -29.1% | -19.0% |
| 30D | +69.7% | -18.8% | +88.5% | +77.0% |
| 3M | -7.5% | +22.7% | -30.1% | -13.3% |
| 6M | -43.1% | -3.7% | -39.4% | -47.4% |
| YTD | -63.0% | +127.5% | -190.5% | -74.2% |
| 1Y | -93.8% | +193.5% | -287.3% | -96.3% |
| All | -88.0% | +213.8% | -301.8% | -92.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling