+2,423.9%
MUU vs FSLY
+210.7%
+2,213.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | 0.0% | -9.3% | -9.3% |
| 7D | +3.6% | +7.5% | -4.0% | +0.7% |
| 30D | +22.3% | -21.1% | +43.4% | +32.3% |
| 3M | -8.2% | +21.8% | -30.0% | -16.7% |
| 6M | +256.3% | -0.1% | +256.5% | +227.7% |
| YTD | +534.4% | +123.1% | +411.3% | +303.5% |
| 1Y | +2,163.5% | +208.6% | +1,954.9% | +1,011.1% |
| All | +2,423.9% | +210.7% | +2,213.2% | +990.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling