-87.2%
MSTU vs FLNC
-69.0%
-18.2%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +10.2% | +0.2% | +7.4% |
| 7D | -4.8% | -2.1% | -2.7% | -4.1% |
| 30D | -29.6% | -20.8% | -8.8% | -24.4% |
| 3M | +69.4% | -61.3% | +130.7% | +117.9% |
| 6M | -62.2% | -50.9% | -11.4% | -61.3% |
| YTD | -61.1% | -69.4% | +8.3% | -46.2% |
| 1Y | -87.2% | -68.4% | -18.8% | -83.2% |
| All | -87.2% | -69.0% | -18.2% | -83.2% |
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