+153.8%
FLEX vs MSTU
-90.6%
+244.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.9% | +1.9% | +3.6% |
| 7D | +2.2% | -27.7% | +30.0% | +5.5% |
| 30D | -32.6% | -40.3% | +7.6% | -29.6% |
| 3M | -35.5% | +26.4% | -61.9% | -38.4% |
| 6M | -45.6% | -75.7% | +30.2% | -40.8% |
| YTD | +30.7% | -71.9% | +102.6% | +34.1% |
| 1Y | +28.4% | -89.3% | +117.6% | +42.9% |
| All | +153.8% | -90.6% | +244.4% | +139.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 10y: compounded portfolio wealth divided by compounded MSTU 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…
10y analysis · Full analysis span regression · 6 months rolling