+536.1%
FLEX vs MAS
+219.8%
+316.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -3.4% | -10.2% | -11.5% |
| 7D | -28.3% | +4.6% | -32.9% | -30.6% |
| 30D | -45.0% | +19.9% | -64.9% | -51.6% |
| 3M | -45.2% | +8.9% | -54.1% | -49.0% |
| 6M | -30.8% | +20.2% | -51.0% | -39.9% |
| YTD | +10.4% | +33.9% | -23.4% | -12.7% |
| 1Y | +2.3% | +34.7% | -32.4% | -19.7% |
| 3Y | +238.9% | +60.4% | +178.5% | +124.5% |
| 5Y | +386.0% | +43.5% | +342.6% | +239.3% |
| All | +536.1% | +219.8% | +316.3% | +149.0% |
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