-65.1%
MSTZ vs FLR
+2.5%
-67.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.8% | -8.8% | -10.2% |
| 7D | +0.7% | +1.4% | -0.6% | +2.1% |
| 30D | +16.6% | -5.9% | +22.5% | +13.4% |
| 3M | -74.7% | -7.6% | -67.1% | -74.8% |
| 6M | -43.9% | -9.3% | -34.6% | -45.8% |
| YTD | -84.0% | +20.1% | -104.2% | -72.6% |
| 1Y | -65.1% | +3.0% | -68.1% | -52.8% |
| All | -65.1% | +2.5% | -67.6% | -52.8% |
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