+98.5%
FLEX vs MSTZ
-29.5%
+127.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.1% | +1.7% |
| 7D | -0.9% | -29.7% | +28.8% | -3.1% |
| 30D | -10.1% | -65.3% | +55.1% | -16.5% |
| 3M | -31.3% | -57.3% | +26.0% | -33.1% |
| 6M | +71.3% | -61.6% | +132.9% | +69.8% |
| YTD | +81.2% | -78.3% | +159.5% | +76.2% |
| 1Y | +98.5% | -30.2% | +128.7% | +127.4% |
| All | +98.5% | -29.5% | +127.9% | +127.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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