-92.7%
MSTU vs FLNC
+53.3%
-146.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.6% | -3.5% |
| 7D | +21.3% | -4.9% | +26.2% | +22.7% |
| 30D | +90.8% | -27.3% | +118.1% | +107.2% |
| 3M | -6.8% | -61.9% | +55.1% | +18.5% |
| 6M | -39.8% | -34.5% | -5.3% | -38.4% |
| YTD | -55.7% | -47.7% | -8.0% | -48.5% |
| 1Y | -92.7% | +53.3% | -146.0% | -92.7% |
| All | -92.7% | +53.3% | -146.0% | -92.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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