-61.2%
MSTZ vs FLR
-1.9%
-59.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.6% | +3.3% |
| 7D | -1.2% | -0.8% | -0.4% | -1.1% |
| 30D | +22.2% | -9.1% | +31.3% | +16.6% |
| 3M | -70.4% | -4.7% | -65.7% | -69.8% |
| 6M | -31.0% | -14.2% | -16.8% | -36.4% |
| YTD | -81.0% | +17.3% | -98.3% | -68.5% |
| 1Y | -61.2% | +4.3% | -65.4% | -44.8% |
| All | -61.2% | -1.9% | -59.2% | -44.8% |
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