-88.4%
MSTU vs FLNC
-55.2%
-33.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -4.2% | -2.5% | -5.4% |
| 7D | -22.0% | -5.0% | -17.0% | -20.9% |
| 30D | +60.3% | -26.1% | +86.4% | +76.8% |
| 3M | -3.7% | -55.2% | +51.5% | +24.0% |
| 6M | -45.2% | -42.6% | -2.6% | -42.3% |
| YTD | -64.3% | -51.0% | -13.3% | -59.3% |
| 1Y | -94.0% | +43.3% | -137.4% | -96.2% |
| All | -88.4% | -55.2% | -33.2% | -88.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling