+614.8%
FLEX vs MTSI
+465.0%
+149.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.6% | +1.6% | -1.6% |
| 7D | +7.5% | +10.0% | -2.5% | +3.1% |
| 30D | -25.3% | -20.3% | -4.9% | -17.6% |
| 3M | -39.7% | -24.4% | -15.3% | -32.3% |
| 6M | -47.9% | -39.2% | -8.7% | -35.9% |
| YTD | +24.1% | +35.5% | -11.4% | +10.6% |
| 1Y | +26.0% | +43.0% | -17.1% | +9.9% |
| 3Y | +282.7% | +196.3% | +86.4% | +149.7% |
| 5Y | +424.2% | +210.0% | +214.2% | +227.2% |
| All | +614.8% | +465.0% | +149.8% | +190.4% |
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