+386.0%
FLEX vs MTSI
+153.3%
+232.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -18.4% | +4.7% | -2.7% |
| 7D | -28.3% | -24.6% | -3.7% | -15.3% |
| 30D | -45.0% | -45.7% | +0.7% | -21.6% |
| 3M | -45.2% | -27.7% | -17.5% | -35.1% |
| 6M | -30.8% | -37.3% | +6.5% | -10.4% |
| YTD | +10.4% | +11.1% | -0.7% | +4.3% |
| 1Y | +2.3% | +27.2% | -24.9% | -10.9% |
| 3Y | +238.9% | +153.7% | +85.2% | +98.8% |
| 5Y | +386.0% | +159.0% | +227.0% | +155.9% |
| All | +386.0% | +153.3% | +232.7% | +155.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling