+614.8%
FLEX vs MAR
+529.3%
+85.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.7% | -3.8% |
| 7D | +7.5% | +1.6% | +5.8% | +6.4% |
| 30D | -25.3% | +13.8% | -39.1% | -30.9% |
| 3M | -39.7% | +20.3% | -60.0% | -46.1% |
| 6M | -47.9% | +21.3% | -69.2% | -54.3% |
| YTD | +24.1% | +37.2% | -13.1% | +0.5% |
| 1Y | +26.0% | +48.4% | -22.5% | -3.2% |
| 3Y | +282.7% | +120.1% | +162.6% | +131.1% |
| 5Y | +424.2% | +182.1% | +242.2% | +167.8% |
| All | +614.8% | +529.3% | +85.5% | +161.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling