+663.2%
FLEX vs MAS
+32.0%
+631.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.8% | -0.3% | +0.6% |
| 7D | -0.9% | -0.8% | -0.1% | -0.5% |
| 30D | -10.1% | -5.6% | -4.6% | -7.7% |
| 3M | -31.3% | +4.4% | -35.8% | -33.5% |
| 6M | +71.3% | +7.2% | +64.1% | +62.9% |
| YTD | +81.2% | +16.1% | +65.1% | +63.0% |
| 1Y | +98.5% | +0.1% | +98.4% | +92.8% |
| 3Y | +428.2% | +28.3% | +399.9% | +328.8% |
| All | +663.2% | +32.0% | +631.2% | +470.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling