+2,105.6%
FLEX vs MAR
+3,121.8%
-1,016.2%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.2% | +11.9% | +11.9% |
| 7D | -7.2% | +0.2% | -7.4% | -7.3% |
| 30D | -34.8% | +14.0% | -48.8% | -40.0% |
| 3M | -35.6% | +18.1% | -53.7% | -42.2% |
| 6M | -45.0% | +18.6% | -63.6% | -51.5% |
| YTD | +29.4% | +35.3% | -5.9% | +4.4% |
| 1Y | +24.8% | +44.5% | -19.7% | -3.8% |
| 3Y | +304.4% | +120.7% | +183.7% | +137.7% |
| 5Y | +484.1% | +164.1% | +320.0% | +199.3% |
| 10Y | +640.4% | +515.5% | +124.9% | +100.5% |
| All | +2,105.6% | +3,121.8% | -1,016.2% | +74.2% |
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 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