+23.7%
FLEX vs MSTU
-89.9%
+113.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -7.3% | +4.6% | -2.0% |
| 7D | -13.6% | -21.7% | +8.1% | -11.6% |
| 30D | -36.5% | -42.8% | +6.3% | -33.3% |
| 3M | -36.4% | +21.4% | -57.9% | -38.5% |
| 6M | -46.5% | -74.1% | +27.6% | -41.0% |
| YTD | +25.9% | -72.4% | +98.3% | +28.2% |
| All | +23.7% | -89.9% | +113.6% | +42.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling