+295.0%
FLEX vs MAS
+67.0%
+228.0%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +5.6% | -18.0% | -14.4% |
| 7D | -17.0% | +14.2% | -31.1% | -21.7% |
| 30D | -33.8% | +26.8% | -60.7% | -40.6% |
| 3M | -39.0% | +13.1% | -52.2% | -42.6% |
| 6M | -15.9% | +27.9% | -43.8% | -25.2% |
| YTD | +27.8% | +38.7% | -10.8% | +7.3% |
| 1Y | +25.0% | +40.4% | -15.4% | +4.1% |
| All | +295.0% | +67.0% | +228.0% | +189.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling