-92.7%
MSTU vs FLR
+31.2%
-123.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.3% | -0.8% | -1.4% |
| 7D | +21.3% | +5.4% | +15.9% | +16.7% |
| 30D | +90.8% | +11.4% | +79.4% | +75.5% |
| 3M | -6.8% | +11.4% | -18.2% | -15.0% |
| 6M | -39.8% | +16.6% | -56.5% | -51.3% |
| YTD | -55.7% | +41.7% | -97.4% | -73.3% |
| 1Y | -92.7% | +35.4% | -128.1% | -95.2% |
| All | -92.7% | +31.2% | -123.9% | -95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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