+256.8%
FLEX vs MAR
+122.8%
+134.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.2% | +4.8% | +4.7% |
| 7D | -19.3% | +4.3% | -23.6% | -21.2% |
| 30D | -41.5% | +16.8% | -58.4% | -46.3% |
| 3M | -43.1% | +16.0% | -59.1% | -47.6% |
| 6M | -48.2% | +16.5% | -64.7% | -53.2% |
| YTD | +15.5% | +35.0% | -19.6% | -5.8% |
| 1Y | +10.2% | +49.4% | -39.2% | -16.8% |
| 3Y | +256.8% | +124.1% | +132.7% | +106.2% |
| All | +256.8% | +122.8% | +134.1% | +106.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling