+2,620.0%
MUU vs FSLY
+181.7%
+2,438.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | -2.5% | +14.1% | +12.5% |
| 7D | +17.4% | -10.6% | +28.0% | +21.9% |
| 30D | +24.0% | -20.9% | +44.9% | +32.1% |
| 3M | -23.9% | +3.4% | -27.3% | -25.8% |
| 6M | +284.4% | +2.7% | +281.7% | +251.4% |
| YTD | +583.7% | +102.3% | +481.5% | +350.6% |
| 1Y | +2,981.5% | +182.1% | +2,799.4% | +1,456.0% |
| All | +2,620.0% | +181.7% | +2,438.4% | +1,117.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling