+53.3%
FLNC vs MSTZ
-29.5%
+82.8%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.1% | +1.9% |
| 7D | -4.9% | -29.7% | +24.8% | -9.3% |
| 30D | -27.3% | -65.3% | +38.0% | -37.7% |
| 3M | -61.9% | -57.3% | -4.5% | -63.6% |
| 6M | -34.5% | -61.6% | +27.1% | -37.1% |
| YTD | -47.7% | -78.3% | +30.6% | -48.8% |
| 1Y | +53.3% | -30.2% | +83.6% | +174.0% |
| All | +53.3% | -29.5% | +82.8% | +174.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 1y: compounded portfolio wealth divided by compounded MSTZ 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…
1y analysis · Full analysis span regression · 6 months rolling