+1,115.5%
FLEX vs MCO
+393.6%
+721.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.6% | +5.6% | +6.2% |
| 7D | +5.7% | -3.8% | +9.5% | +8.2% |
| 30D | -7.0% | -0.4% | -6.6% | -7.3% |
| 3M | -23.8% | +7.7% | -31.5% | -29.1% |
| 6M | +82.6% | +7.0% | +75.7% | +68.3% |
| YTD | +91.6% | -6.4% | +98.0% | +90.1% |
| 1Y | +100.6% | -7.6% | +108.2% | +98.7% |
| 3Y | +479.8% | +43.2% | +436.5% | +306.7% |
| 5Y | +746.5% | +29.6% | +716.9% | +523.2% |
| All | +1,115.5% | +393.6% | +721.9% | +283.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded MCO 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling