+267.4%
FLEX vs MSTU
-86.5%
+353.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -8.6% | +13.0% | +5.1% |
| 7D | +7.0% | +16.1% | -9.2% | +5.0% |
| 30D | -5.8% | +68.7% | -74.5% | -11.5% |
| 3M | -24.2% | -11.0% | -13.2% | -25.7% |
| 6M | +90.8% | -33.4% | +124.2% | +88.7% |
| YTD | +89.2% | -59.5% | +148.7% | +89.6% |
| 1Y | +104.7% | -93.4% | +198.1% | +138.3% |
| All | +267.4% | -86.5% | +353.9% | +238.1% |
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