+98.5%
FLEX vs MAR
+27.3%
+71.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | -0.9% | -4.2% | +3.3% | -0.3% |
| 30D | -10.1% | -6.7% | -3.5% | -9.3% |
| 3M | -31.3% | -12.5% | -18.9% | -29.7% |
| 6M | +71.3% | +0.6% | +70.7% | +67.3% |
| YTD | +81.2% | +9.1% | +72.1% | +76.3% |
| 1Y | +98.5% | +26.2% | +72.3% | +88.8% |
| All | +98.5% | +27.3% | +71.2% | +88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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