+651.7%
FLEX vs MTSI
+539.0%
+112.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +10.3% | -6.5% | -0.7% |
| 7D | +2.2% | +7.2% | -4.9% | -0.9% |
| 30D | -32.6% | -18.4% | -14.2% | -26.5% |
| 3M | -35.5% | -16.7% | -18.8% | -30.6% |
| 6M | -45.6% | -31.7% | -13.9% | -36.3% |
| YTD | +30.7% | +45.9% | -15.2% | +12.8% |
| 1Y | +28.4% | +47.0% | -18.6% | +10.5% |
| 3Y | +301.7% | +224.1% | +77.6% | +152.3% |
| 5Y | +473.3% | +238.5% | +234.7% | +244.9% |
| 10Y | +651.7% | +512.7% | +139.0% | +195.6% |
| All | +651.7% | +539.0% | +112.7% | +195.6% |
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