+141.0%
FLEX vs MSTU
-92.2%
+233.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.0% | +1.0% | -3.5% |
| 7D | +7.5% | -25.8% | +33.3% | +10.4% |
| 30D | -25.3% | -43.9% | +18.6% | -21.4% |
| 3M | -39.7% | +2.9% | -42.6% | -41.3% |
| 6M | -47.9% | -75.5% | +27.6% | -43.3% |
| YTD | +24.1% | -76.7% | +100.8% | +29.5% |
| 1Y | +26.0% | -88.9% | +114.9% | +39.9% |
| All | +141.0% | -92.2% | +233.2% | +131.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling