+2,989.9%
FLEX vs MAR
+2,498.9%
+490.9%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.4% |
| 7D | -0.9% | -4.2% | +3.3% | +1.7% |
| 30D | -10.1% | -6.7% | -3.5% | -6.3% |
| 3M | -31.3% | -12.5% | -18.9% | -26.4% |
| 6M | +71.3% | +0.6% | +70.7% | +68.6% |
| YTD | +81.2% | +9.1% | +72.1% | +67.8% |
| 1Y | +98.5% | +26.2% | +72.3% | +66.2% |
| 3Y | +428.2% | +68.2% | +360.1% | +268.6% |
| 5Y | +657.3% | +163.9% | +493.4% | +288.6% |
| 10Y | +995.9% | +420.6% | +575.4% | +229.7% |
| All | +2,989.9% | +2,498.9% | +490.9% | +180.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling