+386.0%
FLEX vs MAS
+41.7%
+344.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -3.4% | -10.2% | -11.9% |
| 7D | -28.3% | +4.6% | -32.9% | -30.2% |
| 30D | -45.0% | +19.9% | -64.9% | -50.4% |
| 3M | -45.2% | +8.9% | -54.1% | -48.2% |
| 6M | -30.8% | +20.2% | -51.0% | -38.2% |
| YTD | +10.4% | +33.9% | -23.4% | -8.9% |
| 1Y | +2.3% | +34.7% | -32.4% | -16.1% |
| 3Y | +238.9% | +60.4% | +178.5% | +139.7% |
| 5Y | +386.0% | +43.5% | +342.6% | +252.0% |
| All | +386.0% | +41.7% | +344.3% | +252.0% |
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 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