+2,683.6%
MUU vs FSLY
+210.7%
+2,472.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.7% | -0.2% | +3.5% |
| 7D | +15.0% | +11.2% | +3.9% | +10.6% |
| 30D | +36.8% | -18.2% | +55.0% | +46.0% |
| 3M | -8.5% | +21.9% | -30.4% | -17.0% |
| 6M | +320.7% | +4.0% | +316.7% | +281.7% |
| YTD | +599.7% | +123.1% | +476.6% | +345.0% |
| 1Y | +2,569.2% | +196.9% | +2,372.3% | +1,243.4% |
| All | +2,683.6% | +210.7% | +2,472.9% | +1,102.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling