-86.8%
MSTU vs FLR
+22.0%
-108.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +0.8% | -9.5% | -9.4% |
| 7D | +16.1% | +0.7% | +15.5% | +15.8% |
| 30D | +68.7% | -0.7% | +69.3% | +70.0% |
| 3M | -11.0% | +14.3% | -25.3% | -23.6% |
| 6M | -33.4% | +25.6% | -59.0% | -52.2% |
| YTD | -59.5% | +42.9% | -102.4% | -74.7% |
| 1Y | -93.4% | +38.7% | -132.1% | -95.6% |
| All | -86.8% | +22.0% | -108.8% | -93.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling