+504.3%
MUU vs FSLY
+161.0%
+343.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -0.2% | -13.8% | -14.0% |
| 7D | -35.9% | -22.2% | -13.7% | -31.9% |
| 30D | -47.1% | -19.1% | -28.0% | -44.3% |
| 3M | -29.8% | -15.7% | -14.2% | -28.1% |
| 6M | +16.0% | -23.5% | +39.5% | +17.8% |
| YTD | +286.1% | +106.6% | +179.5% | +261.8% |
| 1Y | +504.3% | +164.3% | +340.1% | +437.1% |
| All | +504.3% | +161.0% | +343.3% | +437.1% |
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