-94.0%
MSTU vs FSLY
+196.5%
-290.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | 0.0% | -6.8% | -6.8% |
| 7D | -22.0% | +7.5% | -29.5% | -22.8% |
| 30D | +60.3% | -21.1% | +81.4% | +64.2% |
| 3M | -3.7% | +21.8% | -25.5% | -7.0% |
| 6M | -45.2% | -0.1% | -45.1% | -47.5% |
| YTD | -64.3% | +123.1% | -187.4% | -69.4% |
| 1Y | -94.0% | +208.6% | -302.6% | -95.0% |
| All | -94.0% | +196.5% | -290.5% | -95.0% |
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