-93.8%
MSTU vs FLR
+31.4%
-125.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.2% | +2.4% | +2.6% |
| 7D | -16.6% | -3.5% | -13.1% | -14.2% |
| 30D | +69.7% | +4.2% | +65.5% | +65.9% |
| 3M | -7.5% | +8.1% | -15.6% | -14.0% |
| 6M | -43.1% | +21.5% | -64.6% | -57.8% |
| YTD | -63.0% | +36.8% | -99.8% | -77.1% |
| 1Y | -93.8% | +31.2% | -125.0% | -96.0% |
| All | -93.8% | +31.4% | -125.2% | -96.0% |
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