-88.4%
MSTU vs FLR
+15.4%
-103.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -2.3% | -4.5% | -4.6% |
| 7D | -22.0% | -6.9% | -15.1% | -16.6% |
| 30D | +60.3% | +1.1% | +59.2% | +59.9% |
| 3M | -3.7% | +14.3% | -18.0% | -17.3% |
| 6M | -45.2% | +19.1% | -64.3% | -58.6% |
| YTD | -64.3% | +35.1% | -99.4% | -76.5% |
| 1Y | -94.0% | +29.5% | -123.5% | -95.7% |
| All | -88.4% | +15.4% | -103.8% | -93.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling