+267.4%
FLEX vs MSTZ
-99.2%
+366.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +8.2% | -3.8% | +5.1% |
| 7D | +7.0% | -25.4% | +32.3% | +5.0% |
| 30D | -5.8% | -60.9% | +55.1% | -11.6% |
| 3M | -24.2% | -54.2% | +30.0% | -26.3% |
| 6M | +90.8% | -65.0% | +155.8% | +85.7% |
| YTD | +89.2% | -76.5% | +165.7% | +85.2% |
| 1Y | +104.7% | -23.4% | +128.1% | +128.6% |
| All | +267.4% | -99.2% | +366.6% | +213.3% |
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