+565.2%
FLEX vs MTSI
+448.7%
+116.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +10.8% | -6.3% | -0.2% |
| 7D | -19.3% | -10.0% | -9.3% | -15.6% |
| 30D | -41.5% | -37.2% | -4.3% | -28.6% |
| 3M | -43.1% | -30.1% | -13.1% | -34.0% |
| 6M | -48.2% | -31.9% | -16.3% | -39.3% |
| YTD | +15.5% | +23.2% | -7.7% | +7.3% |
| 1Y | +10.2% | +26.4% | -16.2% | +1.4% |
| 3Y | +256.8% | +186.2% | +70.7% | +137.4% |
| 5Y | +408.2% | +187.0% | +221.1% | +228.7% |
| All | +565.2% | +448.7% | +116.5% | +178.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling