-99.2%
MSTZ vs FLR
+21.0%
-120.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +4.9% | +0.5% |
| 7D | -29.7% | +5.4% | -35.1% | -25.7% |
| 30D | -65.3% | +11.4% | -76.7% | -60.3% |
| 3M | -57.3% | +11.4% | -68.7% | -49.6% |
| 6M | -61.6% | +16.6% | -78.3% | -52.5% |
| YTD | -78.3% | +41.7% | -120.0% | -64.1% |
| 1Y | -30.2% | +35.4% | -65.7% | +17.7% |
| All | -99.2% | +21.0% | -120.2% | -97.4% |
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