+25.0%
FLEX vs MTSI
+59.5%
-34.6%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -1.0% | -11.3% | -11.7% |
| 7D | -17.0% | -10.7% | -6.3% | -10.6% |
| 30D | -33.8% | -29.0% | -4.9% | -17.7% |
| 3M | -39.0% | -14.7% | -24.3% | -34.0% |
| 6M | -15.9% | -20.1% | +4.2% | -3.9% |
| YTD | +27.8% | +36.1% | -8.3% | +13.1% |
| 1Y | +25.0% | +61.7% | -36.8% | +2.0% |
| All | +25.0% | +59.5% | -34.6% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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