+442.4%
FLEX vs MAS
+29.0%
+413.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.8% | -0.3% | +0.7% |
| 7D | -0.9% | -0.8% | -0.1% | -0.5% |
| 30D | -10.1% | -5.6% | -4.6% | -7.9% |
| 3M | -31.3% | +4.4% | -35.8% | -33.3% |
| 6M | +71.3% | +7.2% | +64.1% | +63.3% |
| YTD | +81.2% | +16.1% | +65.1% | +64.1% |
| 1Y | +98.5% | +0.1% | +98.4% | +93.3% |
| All | +442.4% | +29.0% | +413.4% | +299.6% |
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