+151.3%
FLEX vs MSTZ
-99.3%
+250.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +4.9% | +7.1% | +12.5% |
| 7D | -7.2% | +4.3% | -11.4% | -6.5% |
| 30D | -34.8% | +30.2% | -64.9% | -32.2% |
| 3M | -35.6% | -66.9% | +31.3% | -38.8% |
| 6M | -45.0% | -26.3% | -18.7% | -42.0% |
| YTD | +29.4% | -80.1% | +109.5% | +28.4% |
| 1Y | +24.8% | -57.5% | +82.3% | +34.3% |
| All | +151.3% | -99.3% | +250.6% | +117.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling