-88.0%
MSTU vs FLNC
-54.0%
-33.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.5% | +1.1% | +2.8% |
| 7D | -16.6% | -4.1% | -12.5% | -15.6% |
| 30D | +69.7% | -24.8% | +94.5% | +86.1% |
| 3M | -7.5% | -59.1% | +51.6% | +22.8% |
| 6M | -43.1% | -42.0% | -1.2% | -40.3% |
| YTD | -63.0% | -49.8% | -13.2% | -58.2% |
| 1Y | -93.8% | +43.1% | -136.9% | -96.0% |
| All | -88.0% | -54.0% | -33.9% | -88.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling