+124.3%
FLEX vs MSTU
-89.5%
+213.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.4% | +6.0% | +4.7% |
| 7D | -19.3% | -4.3% | -15.0% | -19.0% |
| 30D | -41.5% | -34.6% | -7.0% | -39.3% |
| 3M | -43.1% | +39.0% | -82.1% | -46.1% |
| 6M | -48.2% | -70.5% | +22.3% | -44.7% |
| YTD | +15.5% | -68.6% | +84.1% | +17.4% |
| 1Y | +10.2% | -88.6% | +98.9% | +22.1% |
| All | +124.3% | -89.5% | +213.8% | +109.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling