+614.8%
FLEX vs MCO
+453.0%
+161.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.3% | -4.2% |
| 7D | +7.5% | +0.5% | +7.0% | +7.2% |
| 30D | -25.3% | +9.8% | -35.1% | -30.0% |
| 3M | -39.7% | +4.3% | -43.9% | -42.0% |
| 6M | -47.9% | +16.5% | -64.3% | -54.4% |
| YTD | +24.1% | +0.1% | +24.0% | +17.0% |
| 1Y | +26.0% | +4.4% | +21.5% | +14.9% |
| 3Y | +282.7% | +51.6% | +231.1% | +157.8% |
| 5Y | +424.2% | +36.7% | +387.6% | +272.8% |
| All | +614.8% | +453.0% | +161.8% | +110.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling