+100.5%
FLEX vs MSTZ
-19.0%
+119.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.5% | -6.9% | -1.0% |
| 7D | +6.4% | -23.6% | +29.9% | +4.6% |
| 30D | -5.9% | -60.7% | +54.9% | -11.7% |
| 3M | -23.5% | -58.3% | +34.8% | -26.0% |
| 6M | +83.7% | -60.0% | +143.7% | +82.5% |
| YTD | +86.5% | -75.2% | +161.7% | +83.4% |
| 1Y | +100.5% | -19.9% | +120.4% | +133.2% |
| All | +100.5% | -19.0% | +119.5% | +133.2% |
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