+1,000.1%
FLEX vs MAS
+137.9%
+862.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.8% | -0.3% | +0.4% |
| 7D | -0.9% | -0.8% | -0.1% | -0.4% |
| 30D | -10.1% | -5.6% | -4.6% | -7.2% |
| 3M | -31.3% | +4.4% | -35.8% | -34.1% |
| 6M | +71.3% | +7.2% | +64.1% | +61.1% |
| YTD | +81.2% | +16.1% | +65.1% | +59.3% |
| 1Y | +98.5% | +0.1% | +98.4% | +91.0% |
| 3Y | +428.2% | +28.3% | +399.9% | +313.0% |
| 5Y | +657.3% | +30.5% | +626.8% | +465.4% |
| All | +1,000.1% | +137.9% | +862.1% | +411.8% |
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