-99.2%
MSTZ vs FLR
+6.7%
-105.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -2.2% | +15.0% | +10.8% |
| 7D | +25.6% | +10.1% | +15.5% | +37.3% |
| 30D | +50.6% | -0.5% | +51.0% | +53.5% |
| 3M | -64.5% | -4.8% | -59.7% | -64.1% |
| 6M | -14.0% | +10.7% | -24.7% | +4.1% |
| YTD | -76.4% | +25.0% | -101.3% | -64.0% |
| 1Y | -56.2% | +8.3% | -64.5% | -41.5% |
| All | -99.2% | +6.7% | -105.9% | -97.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling