+1,060.6%
FLEX vs MAR
+411.9%
+648.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.3% | +6.7% | +5.7% |
| 7D | +7.0% | -1.7% | +8.7% | +8.0% |
| 30D | -5.8% | -6.9% | +1.1% | -2.0% |
| 3M | -24.2% | -15.8% | -8.4% | -17.3% |
| 6M | +90.8% | +1.9% | +88.9% | +86.0% |
| YTD | +89.2% | +6.6% | +82.6% | +78.0% |
| 1Y | +104.7% | +23.7% | +81.0% | +74.6% |
| 3Y | +478.1% | +64.6% | +413.5% | +315.2% |
| 5Y | +726.2% | +156.4% | +569.8% | +348.2% |
| 10Y | +1,060.6% | +415.4% | +645.2% | +368.6% |
| All | +1,060.6% | +411.9% | +648.7% | +368.6% |
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