+1,000.1%
FLEX vs MTSI
+514.0%
+486.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.5% | -2.0% | 0.0% |
| 7D | -0.9% | +1.4% | -2.3% | -1.5% |
| 30D | -10.1% | +2.1% | -12.2% | -11.4% |
| 3M | -31.3% | -29.7% | -1.6% | -20.4% |
| 6M | +71.3% | +12.5% | +58.7% | +64.4% |
| YTD | +81.2% | +57.0% | +24.2% | +52.5% |
| 1Y | +98.5% | +103.9% | -5.4% | +50.0% |
| 3Y | +428.2% | +223.6% | +204.7% | +232.5% |
| 5Y | +657.3% | +321.6% | +335.7% | +323.7% |
| All | +1,000.1% | +514.0% | +486.0% | +339.9% |
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