+1,272.2%
MUU vs FSLY
+127.4%
+1,144.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.3% | -1.9% | -3.9% |
| 7D | +24.7% | +4.9% | +19.8% | +22.9% |
| 30D | -35.1% | -33.5% | -1.6% | -21.3% |
| 3M | -44.3% | -44.6% | +0.4% | -30.0% |
| 6M | -44.4% | -9.2% | -35.2% | -41.3% |
| YTD | +244.9% | +63.3% | +181.7% | +151.0% |
| 1Y | +365.6% | +45.3% | +320.3% | +261.2% |
| All | +1,272.2% | +127.4% | +1,144.9% | +578.3% |
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