+252.0%
FLEX vs MSTU
-85.2%
+337.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.2% | +4.7% | +1.8% |
| 7D | -0.9% | +21.3% | -22.2% | -3.1% |
| 30D | -10.1% | +90.8% | -101.0% | -16.5% |
| 3M | -31.3% | -6.8% | -24.6% | -33.0% |
| 6M | +71.3% | -39.8% | +111.1% | +71.1% |
| YTD | +81.2% | -55.7% | +136.9% | +80.3% |
| 1Y | +98.5% | -92.7% | +191.2% | +129.1% |
| All | +252.0% | -85.2% | +337.2% | +221.5% |
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