+141.0%
FLEX vs MSTZ
-99.2%
+240.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +4.9% | -9.0% | -3.6% |
| 7D | +7.5% | +30.8% | -23.3% | +10.3% |
| 30D | -25.3% | +41.2% | -66.5% | -21.7% |
| 3M | -39.7% | -60.9% | +21.2% | -41.7% |
| 6M | -47.9% | -15.7% | -32.2% | -44.3% |
| YTD | +24.1% | -75.2% | +99.3% | +25.9% |
| 1Y | +26.0% | -59.8% | +85.7% | +34.9% |
| All | +141.0% | -99.2% | +240.2% | +113.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling