+565.2%
FLEX vs MAS
+213.7%
+351.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.9% | +6.5% | +5.7% |
| 7D | -19.3% | +2.0% | -21.3% | -20.8% |
| 30D | -41.5% | +19.4% | -60.9% | -48.5% |
| 3M | -43.1% | +9.4% | -52.5% | -47.2% |
| 6M | -48.2% | +15.3% | -63.5% | -54.0% |
| YTD | +15.5% | +31.3% | -15.8% | -7.7% |
| 1Y | +10.2% | +34.9% | -24.7% | -13.7% |
| 3Y | +256.8% | +58.6% | +198.2% | +137.6% |
| 5Y | +408.2% | +40.7% | +367.5% | +258.7% |
| All | +565.2% | +213.7% | +351.5% | +163.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 10y: compounded portfolio wealth divided by compounded MAS 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…
10y analysis · Full analysis span regression · 6 months rolling