+9.6%
FLEX vs MAR
+43.8%
-34.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.2% | +4.8% | +4.6% |
| 7D | -19.3% | +4.3% | -23.6% | -19.7% |
| 30D | -41.5% | +16.8% | -58.4% | -42.8% |
| 3M | -43.1% | +16.0% | -59.1% | -44.3% |
| 6M | -48.2% | +16.5% | -64.7% | -49.9% |
| YTD | +15.5% | +35.0% | -19.5% | +9.1% |
| All | +9.6% | +43.8% | -34.1% | +4.9% |
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