-87.2%
MSTU vs FLR
+2.5%
-89.7%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -0.8% | +11.1% | +10.9% |
| 7D | -4.8% | +1.4% | -6.2% | -5.7% |
| 30D | -29.6% | -5.9% | -23.6% | -25.7% |
| 3M | +69.4% | -7.6% | +77.0% | +81.2% |
| 6M | -62.2% | -9.3% | -53.0% | -60.0% |
| YTD | -61.1% | +20.1% | -81.2% | -74.1% |
| 1Y | -87.2% | +3.0% | -90.2% | -88.5% |
| All | -87.2% | +2.5% | -89.7% | -88.5% |
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