-30.2%
MSTZ vs FLR
+31.2%
-61.5%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +4.9% | +0.8% |
| 7D | -29.7% | +5.4% | -35.1% | -26.4% |
| 30D | -65.3% | +11.4% | -76.7% | -61.1% |
| 3M | -57.3% | +11.4% | -68.7% | -50.6% |
| 6M | -61.6% | +16.6% | -78.3% | -53.1% |
| YTD | -78.3% | +41.7% | -120.0% | -60.8% |
| 1Y | -30.2% | +35.4% | -65.7% | +31.1% |
| All | -30.2% | +31.2% | -61.5% | +31.1% |
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