+1,093.4%
FLEX vs MTSI
+896.6%
+196.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -18.4% | +4.7% | -6.7% |
| 7D | -28.3% | -24.6% | -3.7% | -20.1% |
| 30D | -45.0% | -45.7% | +0.7% | -30.8% |
| 3M | -45.2% | -27.7% | -17.5% | -38.4% |
| 6M | -30.8% | -37.3% | +6.5% | -17.4% |
| YTD | +10.4% | +11.1% | -0.7% | +8.4% |
| 1Y | +2.3% | +27.2% | -24.9% | -4.5% |
| 3Y | +238.9% | +153.7% | +85.2% | +151.5% |
| 5Y | +386.0% | +159.0% | +227.0% | +251.2% |
| 10Y | +551.1% | +405.6% | +145.5% | +236.3% |
| All | +1,093.4% | +896.6% | +196.8% | +438.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling