+104.7%
FLEX vs MAR
+25.0%
+79.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.3% | +6.7% | +4.7% |
| 7D | +7.0% | -1.7% | +8.7% | +7.2% |
| 30D | -5.8% | -6.9% | +1.1% | -4.8% |
| 3M | -24.2% | -15.8% | -8.4% | -21.7% |
| 6M | +90.8% | +1.9% | +88.9% | +86.8% |
| YTD | +89.2% | +6.6% | +82.6% | +84.4% |
| 1Y | +104.7% | +23.7% | +81.0% | +94.7% |
| All | +104.7% | +25.0% | +79.7% | +94.7% |
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